The rule in plain words
Gross carrying amount (Mln EUR) cannot be less than these four added up:
- Exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Artic
- Environmentally sustainable (CCM)
- Stage 2 exposures
- Non-performing exposures
All the values are in the mining and quarrying row (0030) of D 01.00.
EBA writes it out 56 times. These words are for the first; the others are the same rule on other cells.
The template it checks
Row
- 0030B - Mining and quarrying
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)
- 0040Of which stage 2 exposures
- 0050Of which non-performing exposures
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{D_01.00,r0030,c0010,} >= {D_01.00,r0030,c0020,} + {D_01.00,r0030,c0030,} + {D_01.00,r0030,c0040,} + {D_01.00,r0030,c0050,}And 55 more, the same formula for the other cells it covers.
Other rules on D 01.00
- Electricity, gas, steam and air conditioning supply cannot be less than the sum of three rows (v89319_m)Warning
- GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) cannot be less than scope 3 financed emissions (v89318_m)Warning
- Non-performing exposures cannot be more than gross carrying amount (Mln EUR) (row 0530, v89271_m)Warning
- Non-performing exposures cannot be more than gross carrying amount (Mln EUR) (row 0560, v89270_m)Warning
- Total, average weighted maturity cannot be more than 100 (v89263_m)Warning
- Exposures towards sectors that highly contribute to climate change, average weighted maturity cannot be more than 100 (v89262_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
Checks like this one, run at the point of submission, are the first step to real-time supervision.