The rule in plain words
Total cannot be less than these nine added up:
- Mining and quarrying
- Real estate activities
- Construction
- Water supply; sewerage, waste management and remediation activities
- Electricity, gas, steam and air conditioning supply
- Manufacturing
- Wholesale and retail trade; repair of motor vehicles and motorcycles
- Transportation and storage
- Agriculture, forestry and fishing
All the values are in the gross carrying amount (Mln EUR) column (0010).
The template it checks
Row
- 0560TOTAL
Column
- 0010Gross carrying amount (Mln EUR)
Banking book - Indicators of potential climate change physical risk: exposures subject to physical risk (I) (D 05.00.a)
Rows
- 0010A - Agriculture, forestry and fishing
- 0020B - Mining and quarrying
- 0030C - Manufacturing
- 0040D - Electricity, gas, steam and air conditioning supply
- 0050E - Water supply; sewerage, waste management and remediation activities
- 0060F - Construction
- 0070G - Wholesale and retail trade; repair of motor vehicles and motorcycles
- 0080H - Transportation and storage
- 0090L - Real estate activities
Column
- 0010Gross carrying amount (Mln EUR)
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{D_01.00,r0560,c0010,} >= sum({D_05.00.a,r0020,c0010,},{D_05.00.a,r0090,c0010,},{D_05.00.a,r0060,c0010,},{D_05.00.a,r0050,c0010,},{D_05.00.a,r0040,c0010,},{D_05.00.a,r0030,c0010,},{D_05.00.a,r0070,c0010,},{D_05.00.a,r0080,c0010,},{D_05.00.a,r0010,c0010,})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.