The template it checks
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
if ((sum({C_09.02,r0150,c0010,}) - {C_09.02,r0150,c0010,}) != 0) then ((sum({C_09.02,r0150,c0010,}) - {C_09.02,r0150,c0010,}) = {C_09.02,r0150,c0010,}) else TrueAnd 11 more, the same formula for the other cells it covers.
Other rules on C 09.02
- Total exposures must equal the sum of its eight parts (v6052_m)Warning
- Retail secured by immovable property must equal the sum of its two parts (row 0070, v5820_h)Warning
- If credit risk adjustments or write-offs for observed new defaults is not zero, observed new defaults for the period cannot be zero (v4787_m)Warning
- Risk weighted exposure amount after supporting factor must equal the sum of its three parts (v4785_m)Warning
- Original exposure pre conversion factors cannot be less than defaulted (v4784_m)Warning
- Risk weighted exposure amount pre supporting factor cannot be less than defaulted (v4783_m)Warning
- Retail secured by immovable property must equal the sum of its two parts (row 0070, v4782_m)Warning
- Other retail cannot be less than SME plus non-SME other retail (v4779_m)Warning
Every COREP own funds rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.