The rule in plain words
Exposures towards sectors that highly contribute to climate change, average weighted maturity cannot be more than 100.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Average weighted maturity: Exposures towards sectors that highly contribute to climate change <= 100
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value outside the limit in these cells.
- 03If the value is a percentage, EBA expects it as a decimal: 12% is reported as 0.12.
- 04EBA compares the values exactly here: there is no rounding tolerance.
- 05It runs only when your filing indicators mark D 01.00 as reported.
- 06This 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
- 0010Exposures towards sectors that highly contribute to climate change
Column
- 0160Average weighted maturity
A worked example
The first of its checks, with simple numbers.
What the rule then expects
Exposures towards sectors that highly contribute to climate change, average weighted maturity can then be at most 100.
100Passes
200Fails
A file that reports 100 passes. One that reports 200 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{D_01.00,r0010,c0160,} <= 100Other rules on D 01.00
- Total, average weighted maturity cannot be more than 100 (v89263_m)Warning
- Counterparty, gross carrying amount (aggregate) cannot be more than the sum of two cells (v89260_m)Warning
- 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
- 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
- Non-performing exposures cannot be more than gross carrying amount (Mln EUR) (row 0560, v89270_m)Warning
- Gross carrying amount: exposures towards sectors that highly contribute to climate change cannot be more than total (v89253_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.