The rule in plain words
For 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.
All the values are in the performing exposures with forbearance measures column (0020).
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
F_19.00.D: Loan commitments given, Performing exposures with forbearance measures <= F_18.00.E: Loan commitments given, Performing
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Compare the values in your file. If the first is bigger than it may be, one of them is wrong: check both before you change either.
- 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 19.00 and F 18.00 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
- 0020Performing
Information on forborne exposures (IV) (F 19.00.d)
Row
- 0340Loan commitments given
Column
- 0020Performing exposures with forbearance measures
A worked example
The first of its checks, with simple numbers.
Loan commitments given in F 18.00.e must then be at least 1,200.
A file that reports 1,200 passes. One that reports 1,100 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{F_19.00.d,r0340,c0020,} <= {F_18.00.e,r0340,c0020,}Other rules on F 18.00.e
- 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, v8138_m)Warning
- Defaulted gross carrying amount or nominal amount cannot be more than non-performing (v8135_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
- Other commitments given: defaulted nominal amount (all sheets added up) must equal defaulted gross carrying amount or nominal amount (v7840_m)Warning
- Financial guarantees given: defaulted nominal amount (all sheets added up) must equal defaulted gross carrying amount or nominal amount (v7839_m)Warning
- Loan commitments given: defaulted nominal amount (all sheets added up) must equal defaulted gross carrying amount or nominal amount (v7838_m)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.