The rule in plain words
SA exposure classes excluding securitisation positions secured by mortgages on immovable property and ADC exposures must equal these eleven added up:
- SA exposure classes excluding securitisation positions secured by mortgages on residential immovable property - non-IPRE (secured)
- SA exposure classes excluding securitisation positions secured by mortgages on residential immovable property - non-IPRE (unsecured)
- SA exposure classes excluding securitisation positions secured by mortgages on residential immovable property - other - non-IPRE
- SA exposure classes excluding securitisation positions secured by mortgages on residential immovable property - IPRE
- SA exposure classes excluding securitisation positions secured by mortgages on residential immovable property - other - IPRE
- SA exposure classes excluding securitisation positions secured by mortgages on commercial immovable property - non-IPRE (secured)
- SA exposure classes excluding securitisation positions secured by mortgages on commercial immovable property - non-IPRE (unsecured)
- SA exposure classes excluding securitisation positions secured by mortgages on commercial immovable property - other - non-IPRE
- SA exposure classes excluding securitisation positions secured by mortgages on commercial immovable property - IPRE
- SA exposure classes excluding securitisation positions secured by mortgages on commercial immovable property - other - IPRE
- Acquisition, development and construction (ADC)
All the values are in the TREA column (0010) of C 02.00.a.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
TREA: Secured by mortgages on immovable property and ADC exposures = Secured by mortgages on residential immovable property - non-IPRE (secured) + Secured by mortgages on residential immovable property - non-IPRE (unsecured) + Secured by mortgages on residential immovable property - Other - non-IPRE + Secured by mortgages on residential immovable property - IPRE + Secured by mortgages on residential immovable property - Other - IPRE + Secured by mortgages on commercial immovable property - non-IPRE (secured) + Secured by mortgages on commercial immovable property - non-IPRE (unsecured) + Secured by mortgages on commercial immovable property - Other - non-IPRE + Secured by mortgages on commercial immovable property - IPRE + Secured by mortgages on commercial immovable property - Other - IPRE + Acquisition, development and construction (ADC)
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 02.00 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
Capital adequacy - risk exposure amounts (C 02.00.a)
Rows
- 0150Secured by mortgages on immovable property and ADC exposures
- 0151Secured by mortgages on residential immovable property - non-IPRE (secured)
- 0152Secured by mortgages on residential immovable property - non-IPRE (unsecured)
- 0153Secured by mortgages on residential immovable property - Other - non-IPRE
- 0154Secured by mortgages on residential immovable property - IPRE
- 0155Secured by mortgages on residential immovable property - Other - IPRE
- 0156Secured by mortgages on commercial immovable property - non-IPRE (secured)
- 0157Secured by mortgages on commercial immovable property - non-IPRE (unsecured)
- 0158Secured by mortgages on commercial immovable property - Other - non-IPRE
- 0159Secured by mortgages on commercial immovable property - IPRE
- 0900Secured by mortgages on commercial immovable property - Other - IPRE
- 0910Acquisition, development and construction (ADC)
Column
- 0010TREA
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_02.00.a,r0150,c0010,} = {C_02.00.a,r0151,c0010,} + {C_02.00.a,r0152,c0010,} + {C_02.00.a,r0153,c0010,} + {C_02.00.a,r0154,c0010,} + {C_02.00.a,r0155,c0010,} + {C_02.00.a,r0156,c0010,} + {C_02.00.a,r0157,c0010,} + {C_02.00.a,r0158,c0010,} + {C_02.00.a,r0159,c0010,} + {C_02.00.a,r0900,c0010,} + {C_02.00.a,r0910,c0010,}Other rules on C 02.00.a
- Total risk exposure amount for settlement or delivery must equal the sum of its two parts (v90085_h)Warning
- Row 0036 must equal the sum of its eight parts (v23971_m)Warning
- Total risk exposure amount, TREA must equal the smaller of two values (v23798_m)Warning
- Total risk exposure amount must equal row 0035 plus row 0036 (v23734_m)Warning
- TREA cannot be negative (v23705_s)Warning
- TREA must be reported (e23361_e)Warning
- Other items, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23296_m)Warning
- Equity, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (v23295_m)Warning
Every COREP own funds rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.