The rule in plain words
Market share must be between 0.000001 and 1.
EBA checks it for seven rows: borrowing, derivatives (assets), lending, derivatives (liabilities), other product types (1), other product types (2) and other product types (3). That makes seven checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.
Market share: 0.000001 <= Derivatives (liabilities) and Derivatives (liabilities) <= 1
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value outside the range in these cells.
- 03If the value is a percentage, EBA expects it as a decimal: 12% is reported as 0.12.
- 04EBA compares the values exactly here: there is no rounding tolerance.
- 05It runs only when your filing indicators mark Z 07.01.5 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
Criticality assessment of economic functions (FUNC 1 WF).a (Z 07.01.5.a)
Rows
- 0320Borrowing
- 0330Derivatives (assets)
- 0340Lending
- 0350Derivatives (liabilities)
- 0360Other product types (1)
- 0370Other product types (2)
- 0380Other product types (3)
Column
- 0020Market share
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}.
1e-06 <= {Z_07.01.5.a,r0350,c0020,} and {Z_07.01.5.a,r0350,c0020,} <= 1The next five:
1e-06 <= {Z_07.01.5.a,r0320,c0020,} and {Z_07.01.5.a,r0320,c0020,} <= 11e-06 <= {Z_07.01.5.a,r0330,c0020,} and {Z_07.01.5.a,r0330,c0020,} <= 11e-06 <= {Z_07.01.5.a,r0340,c0020,} and {Z_07.01.5.a,r0340,c0020,} <= 11e-06 <= {Z_07.01.5.a,r0360,c0020,} and {Z_07.01.5.a,r0360,c0020,} <= 11e-06 <= {Z_07.01.5.a,r0370,c0020,} and {Z_07.01.5.a,r0370,c0020,} <= 1And 1 more, the same formula for the other cells it covers.
Other rules on Z 07.01.5.a
- A check on criticality assessment of economic functions (FUNC 1 WF).a, criticality assessment of economic functions (FUNC 1 WF).b and criticality assessment of economic functions (FUNC 1 WF).c (Z 07.01.5.b, Z 07.01.5.c, v90339_m)Not run yet
- A check on criticality assessment of economic functions (FUNC 1 WF).a and criticality assessment of economic functions (FUNC 1 WF).b (Z 07.01.5.b, v90340_m)Not run yet
- None of the 14 values it checks in criticality assessment of economic functions (FUNC 1 WF).a can be negative (v90228_s)Warning
- A check on criticality assessment of economic functions (FUNC 1 WF).a (e7783_e)Not run yet
Every RESOL2 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.
