The rule in plain words

Take these twelve added up, all for level of energy efficiency (EP score in kWh/m² of collateral) estimated:

0; <= 100 (under total EU area)
> 100; <= 200 (under total EU area)
> 200; <= 300 (under total EU area)
> 300; <= 400 (under total EU area)
> 400; <= 500 (under total EU area)
> 500 (under total EU area)
0; <= 100 (under total non-EU area)
> 100; <= 200 (under total non-EU area)
> 200; <= 300 (under total non-EU area)
> 300; <= 400 (under total non-EU area)
> 400; <= 500 (under total non-EU area)
> 500 (under total non-EU area)

The result cannot be more than these twelve added up:

Total EU area, 0; <= 100
Total EU area, > 100; <= 200
Total EU area, > 200; <= 300
Total EU area, > 300; <= 400
Total EU area, > 400; <= 500
Total EU area, > 500
Total non-EU area, 0; <= 100
Total non-EU area, > 100; <= 200
Total non-EU area, > 200; <= 300
Total non-EU area, > 300; <= 400
Total non-EU area, > 400; <= 500
Total non-EU area, > 500

The headline gives only the kind of check and the template, because some of its cells have no name of their own in EBA’s template.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, 0; <= 100 + Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 100; <= 200 + Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 200; <= 300 + Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 300; <= 400 + Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 400; <= 500 + Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 500 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, 0; <= 100 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 100; <= 200 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 200; <= 300 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 300; <= 400 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 400; <= 500 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 500 <= Total EU area, 0; <= 100 + Total EU area, > 100; <= 200 + Total EU area, > 200; <= 300 + Total EU area, > 300; <= 400 + Total EU area, > 400; <= 500 + Total EU area, > 500 + Total non-EU area, 0; <= 100 + Total non-EU area, > 100; <= 200 + Total non-EU area, > 200; <= 300 + Total non-EU area, > 300; <= 400 + Total non-EU area, > 400; <= 500 + Total non-EU area, > 500

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 02.00 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

Banking book - Indicators of potential climate change transition risk: loans collateralised by immovable property - energy efficiency of the collateral (I) (D 02.00.a)

Rows

0010Total EU area
0050Of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated
0060Total non-EU area
0100Of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated

Columns

00200; <= 100
0030> 100; <= 200
0040> 200; <= 300
0050> 300; <= 400
0060> 400; <= 500
0070> 500

Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{D_02.00.a,r0050,c0020,} + {D_02.00.a,r0050,c0030,} + {D_02.00.a,r0050,c0040,} + {D_02.00.a,r0050,c0050,} + {D_02.00.a,r0050,c0060,} + {D_02.00.a,r0050,c0070,} + {D_02.00.a,r0100,c0020,} + {D_02.00.a,r0100,c0030,} + {D_02.00.a,r0100,c0040,} + {D_02.00.a,r0100,c0050,} + {D_02.00.a,r0100,c0060,} + {D_02.00.a,r0100,c0070,} <= {D_02.00.a,r0010,c0020,} + {D_02.00.a,r0010,c0030,} + {D_02.00.a,r0010,c0040,} + {D_02.00.a,r0010,c0050,} + {D_02.00.a,r0010,c0060,} + {D_02.00.a,r0010,c0070,} + {D_02.00.a,r0060,c0020,} + {D_02.00.a,r0060,c0030,} + {D_02.00.a,r0060,c0040,} + {D_02.00.a,r0060,c0050,} + {D_02.00.a,r0060,c0060,} + {D_02.00.a,r0060,c0070,}

Every ESG rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.

An upper-limit check on banking book: Indicators of potential climate change transition risk (D 02.00.a, row 0050, EBA rule v89280_m)

The rule in plain words

What to do if your filing fails it

The cells it reads

Other rules on D 02.00.a