The rule in plain words
For loan commitments given: defaulted nominal amount (all sheets added up) must equal defaulted gross carrying amount or nominal amount.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
F_20.05.A: Loan commitments given, Of which: defaulted (all sheets added up) = F_18.00.E: Loan commitments given, Of which: defaulted
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark F 18.00 and F 20.05 as reported.
- 05This is a warning. It does not stop the filing on its own, but your authority may ask you to explain it.
The cells it reads
Information on performing and non-performing exposures (V) (F 18.00.e)
Row
- 0340Loan commitments given
Column
- 0110Of which: defaulted
Geographical breakdown of off-balance sheet exposures by residence of the counterparty (a) (F 20.05.a)
Row
- 0010Loan commitments given
Column
- 0026Of which: defaulted
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({F_20.05.a,r0010,c0026,}) = {F_18.00.e,r0340,c0110,}Other rules on F 18.00.e
- Financial guarantees given: defaulted nominal amount (all sheets added up) must equal defaulted gross carrying amount or nominal amount (v7839_m)Warning
- Other commitments given: defaulted nominal amount (all sheets added up) must equal defaulted gross carrying amount or nominal amount (v7840_m)Warning
- Defaulted gross carrying amount or nominal amount cannot be more than non-performing (v8135_m)Warning
- Loan commitments given in F 19.00.d cannot be more than loan commitments given in F 18.00.e (v8136_m)Warning
- Gross carrying amount / nominal amount of exposures with forbearance measures: loan commitments given in F 19.00.d cannot be more than loan commitments given in F 18.00.e (row 0340, v8137_m)Warning
- Gross carrying amount / nominal amount of exposures with forbearance measures: loan commitments given in F 19.00.d cannot be more than loan commitments given in F 18.00.e (row 0340, v8138_m)Warning
- Loan commitments given: defaulted non-performing exposures with forbearance measures cannot be more than defaulted gross carrying amount or nominal amount (v8139_m)Warning
- Gross carrying amount or nominal amount must equal non-performing plus performing (v8267_h)Warning
Every FINREP 9 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.