The rule in plain words
Counterparty, gross carrying amount (aggregate) cannot be more than counterparty, environmentally sustainable (CCM) plus total, gross carrying amount (Mln EUR).
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
D_04.00: Counterparty, Gross carrying amount (aggregate) <= D_04.00: Counterparty, Of which environmentally sustainable (CCM) + D_01.00: TOTAL, Gross carrying amount (Mln EUR)
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 D 01.00 and D 04.00 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
Row
- 0560TOTAL
Column
- 0010Gross carrying amount (Mln EUR)
Row
- 0010Counterparty
Columns
- 0010Gross carrying amount (aggregate)
- 0030Of which environmentally sustainable (CCM)
A worked example
The first of its checks, with simple numbers.
Counterparty, gross carrying amount (aggregate) can then be at most 2,000.
A file that reports 2,000 passes. One that reports 2,100 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}.
{D_04.00,r0010,c0010,} <= {D_04.00,r0010,c0030,} + {D_01.00,r0560,c0010,}Other rules on D 01.00
- Exposures towards sectors that highly contribute to climate change cannot be less than accommodation and food service activities (v89259_m)Warning
- Gross carrying amount: an upper-limit check on banking book- Indicators of potential climate change transition risk (v89258_m)Warning
- Exposures towards sectors that highly contribute to climate change, average weighted maturity cannot be more than 100 (v89262_m)Warning
- Total, average weighted maturity cannot be more than 100 (v89263_m)Warning
- An upper-limit check on banking book- Indicators of potential climate change transition risk (v89256_m)Warning
- Gross carrying amount (Mln EUR) cannot be less than the sum of two columns (v89255_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
Checks like this one, run at the point of submission, are the first step to real-time supervision.