The rule in plain words
Add up these three:
- 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*, environmentally sustainable (CCM)
- Exposures towards sectors other than those that highly contribute to climate change*, exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Artic
The result cannot be less than these three added up:
- Exposures towards sectors that highly contribute to climate change, environmentally sustainable (CCM)
- Exposures towards sectors that highly contribute to climate change, exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Artic
- Exposures towards sectors other than those that highly contribute to climate change*, 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.
The template it checks
Rows
- 0010Exposures towards sectors that highly contribute to climate change
- 0530Exposures towards sectors other than those that highly contribute to climate change*
Columns
- 0010Gross carrying amount (Mln EUR)
- 0020Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Artic
- 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,c0020,} >= {D_01.00,r0010,c0030,} + {D_01.00,r0010,c0020,} + {D_01.00,r0530,c0010,}Other rules on D 01.00
- An upper-limit check on banking book- Indicators of potential climate change transition risk (v89256_m)Warning
- Gross carrying amount: an upper-limit check on banking book- Indicators of potential climate change transition risk (v89258_m)Warning
- Gross carrying amount (Mln EUR) cannot be less than the sum of two columns (v89255_m)Warning
- Exposures towards sectors that highly contribute to climate change cannot be less than accommodation and food service activities (v89259_m)Warning
- Counterparty, gross carrying amount (aggregate) cannot be more than the sum of two cells (v89260_m)Warning
- Gross carrying amount: exposures towards sectors that highly contribute to climate change cannot be more than total (v89253_m)Warning
- A lower-limit check on banking book- Indicators of potential climate change transition risk (v89252_m)Warning
- Exposures towards sectors that highly contribute to climate change, average weighted maturity cannot be more than 100 (v89262_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.