The rule in plain words
Exposures towards sectors that highly contribute to climate change, gross carrying amount (Mln EUR) plus exposures towards sectors other than those that highly contribute to climate change*, environmentally sustainable (CCM) cannot be more than these three added up:
- Exposures towards sectors other than those that highly contribute to climate change*, gross carrying amount (Mln EUR)
- Exposures towards sectors that highly contribute to climate change, environmentally sustainable (CCM)
- Total, gross carrying amount (Mln EUR)
The headline gives only the kind of check and the template, because the rule is too long to say in a headline. The plain words above say all of it.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Exposures towards sectors that highly contribute to climate change, Gross carrying amount (Mln EUR) + Exposures towards sectors other than those that highly contribute to climate change*, Of which environmentally sustainable (CCM) <= Exposures towards sectors other than those that highly contribute to climate change*, Gross carrying amount (Mln EUR) + Exposures towards sectors that highly contribute to climate change, Of which environmentally sustainable (CCM) + TOTAL, Gross carrying amount (Mln EUR)
What to do if your filing fails it
- 01Open the template 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 D 01.00 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
Rows
- 0010Exposures towards sectors that highly contribute to climate change
- 0530Exposures towards sectors other than those that highly contribute to climate change*
- 0560TOTAL
Columns
- 0010Gross carrying amount (Mln EUR)
- 0030Of which environmentally sustainable (CCM)
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{D_01.00,r0010,c0010,} + {D_01.00,r0530,c0030,} <= {D_01.00,r0530,c0010,} + {D_01.00,r0010,c0030,} + {D_01.00,r0560,c0010,}Other rules on D 01.00
- Gross carrying amount (Mln EUR) cannot be less than environmentally sustainable (CCM) (row 0520, v89250_m)Warning
- A lower-limit check on banking book- Indicators of potential climate change transition risk (v89252_m)Warning
- Real estate activities, gross carrying amount (Mln EUR) cannot be more than the sum of two cells (v89249_m)Warning
- Gross carrying amount: exposures towards sectors that highly contribute to climate change cannot be more than total (v89253_m)Warning
- Gross carrying amount (Mln EUR) cannot be less than environmentally sustainable (CCM) (row 0510, v89248_m)Warning
- Accommodation and food service activities cannot be more than total (v89247_m)Warning
- Gross carrying amount (Mln EUR) cannot be less than the sum of two columns (v89255_m)Warning
- Gross carrying amount (Mln EUR) cannot be less than environmentally sustainable (CCM) (row 0450, v89246_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.