The rule in plain words
Exposure value, >4 years <=5 years cannot be negative.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
>4 years <=5 years: Exposure value >= 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 35.03 as reported.
- 05This 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
Row
- 0050Exposure value
Column
- 0050>4 years <=5 years
A worked example
The first of its checks, with simple numbers.
What the rule then expects
Exposure value, >4 years <=5 years must then be at least 0.
0Passes
-100Fails
A file that reports 0 passes. One that reports -100 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_35.03,r0050,c0050,} >= 0Other rules on C 35.03
- None of the 96 values it checks in NPE loss coverage can be negative (v10572_s)Warning
- >3 years <=4 years cannot be negative (v10570_s)Warning
- >2 years <=3 years cannot be negative (v10569_s)Warning
- >1 year <=2 years cannot be negative (v10568_s)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal the sum of its four parts (v09737_m)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal the sum of its three parts (v09736_m)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal the sum of its two parts (v09735_m)Warning
- Part of NPEs secured by other funded or unfunded credit protection Breakdown by point in time of granting the first forbearance measure must equal > 2 and <= 3 years after classification as NPE (v09734_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.