v6200_m - DPM validation rule

v6200_m - DPM validation ruleEBA validation rule v6200_m. Sum of EAD of all the counterparties in the C101 < twice the EAD reported in COREP (C 08). Tables: C_08.01.a, C_101.00. DPM-XL…

C_08.01.a Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL

C_101.00 Details on exposures in Low Default Portfolios by counterparty

DPM Navigator needs JavaScript to browse tables and rules.