The rule in plain words
Fee and commission income component, average value must equal these six worked out:
- Fee and commission income, accounting value, year-3
- Fee and commission income, accounting value, year-2
- Fee and commission income, accounting value, last year
- Minus 0.333333 times from members belonging to the same IPS, accounting value, year-3
- Minus 0.333333 times from members belonging to the same IPS, accounting value, year-2
- Minus 0.333333 times from members belonging to the same IPS, accounting value, last year
The template it checks
Operational risk - business indicator component (opr BIC) (C 16.02)
Rows
- 0310Fee and commission income component
- 0320Fee and commission income
- 0330of which: from members belonging to the same IPS
Columns
- 0010Accounting Value
- 0030Accounting Value
- 0050Accounting Value
- 0070Average Value
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_16.02,r0310,c0070,} = sum({C_16.02,r0320,c0010,},{C_16.02,r0320,c0030,},{C_16.02,r0320,c0050,}) - sum({C_16.02,r0330,c0010,},{C_16.02,r0330,c0030,},{C_16.02,r0330,c0050,}) / 3Other rules on C 16.02
- A balancing check on operational risk (row 0200, v90313_m)Warning
- A calculation check on operational risk (v90311_m)Warning
- Net profit or loss applicable to banking book must equal the sum of its five parts (v90310_m)Warning
- Net profit or loss applicable to trading book must equal the sum of its three parts (v90309_m)Warning
- Derivatives must equal trading and economic hedges plus hedge accounting (v90308_m)Warning
- Total assets must equal the sum of its five parts (v90307_m)Warning
- (interest expenses (including from leased assets (financial&Operating))) must equal the sum of its three parts (v90306_m)Warning
- Interest income (including from leased assets (financial & operating)) must equal the sum of its three parts (v90305_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.
