Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total exposures must equal the sum of its 25 parts (EBA rule v0312_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 07.00.a, credit and counterparty credit risks and free deliveries: standardised approach to capital requirements.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total exposures must equal these 25 added up:

  • 0%
  • 2%
  • 4%
  • 10%
  • 20%
  • 30%
  • 35%
  • 40%
  • 45%
  • 50%
  • 60%
  • 70%
  • 75%
  • 80%
  • 90%
  • 100%
  • 105%
  • 110%
  • 130%
  • 150%
  • 250%
  • 370%
  • 400%
  • 1250%
  • Other risk weights

EBA checks it for twelve columns, from fully adjusted exposure value (E*) (0150) to with a credit assessment by a nominated ECAI (0230). That makes twelve checks. A failure names the one that failed.

How the Line4 Check report words itShow

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.

Of which: with a credit assessment by a nominated ECAI: TOTAL EXPOSURES = 0% + 2% + 4% + 10% + 20% + 30% + 35% + 40% + 45% + 50% + 60% + 70% + 75% + 80% + 90% + 100% + 105% + 110% + 130% + 150% + 250% + 370% + 400% + 1250% + Other risk weights

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 07.00 as reported.
  6. 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

Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)

Rows

  • 0010TOTAL EXPOSURES
  • 01400%
  • 01502%
  • 01604%
  • 017010%
  • 018020%
  • 018530%
  • 019035%
  • 019540%
  • 019645%
  • 020050%
  • 020560%
  • 021070%
  • 022075%
  • 022580%
  • 022690%
  • 0230100%
  • 0231105%
  • 0232110%
  • 0235130%
  • 0240150%
  • 0250250%
  • 0260370%
  • 0265400%
  • 02701250%
  • 0280Other risk weights

Columns

  • 0150Fully adjusted exposure value (E*)
  • 01600%
  • 016510%
  • 017020%
  • 017540%
  • 018050%
  • 0190100%
  • 0195Transitional arrangements for UCCs
  • 0200Exposure value
  • 0215RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
  • 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
  • 0230Of which: with a credit assessment by a nominated ECAI
Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_07.00.a,r0010,c0230,} = {C_07.00.a,r0140,c0230,} + {C_07.00.a,r0150,c0230,} + {C_07.00.a,r0160,c0230,} + {C_07.00.a,r0170,c0230,} + {C_07.00.a,r0180,c0230,} + {C_07.00.a,r0185,c0230,} + {C_07.00.a,r0190,c0230,} + {C_07.00.a,r0195,c0230,} + {C_07.00.a,r0196,c0230,} + {C_07.00.a,r0200,c0230,} + {C_07.00.a,r0205,c0230,} + {C_07.00.a,r0210,c0230,} + {C_07.00.a,r0220,c0230,} + {C_07.00.a,r0225,c0230,} + {C_07.00.a,r0226,c0230,} + {C_07.00.a,r0230,c0230,} + {C_07.00.a,r0231,c0230,} + {C_07.00.a,r0232,c0230,} + {C_07.00.a,r0235,c0230,} + {C_07.00.a,r0240,c0230,} + {C_07.00.a,r0250,c0230,} + {C_07.00.a,r0260,c0230,} + {C_07.00.a,r0265,c0230,} + {C_07.00.a,r0270,c0230,} + {C_07.00.a,r0280,c0230,}

The next five:

{C_07.00.a,r0010,c0150,} = {C_07.00.a,r0140,c0150,} + {C_07.00.a,r0150,c0150,} + {C_07.00.a,r0160,c0150,} + {C_07.00.a,r0170,c0150,} + {C_07.00.a,r0180,c0150,} + {C_07.00.a,r0185,c0150,} + {C_07.00.a,r0190,c0150,} + {C_07.00.a,r0195,c0150,} + {C_07.00.a,r0196,c0150,} + {C_07.00.a,r0200,c0150,} + {C_07.00.a,r0205,c0150,} + {C_07.00.a,r0210,c0150,} + {C_07.00.a,r0220,c0150,} + {C_07.00.a,r0225,c0150,} + {C_07.00.a,r0226,c0150,} + {C_07.00.a,r0230,c0150,} + {C_07.00.a,r0231,c0150,} + {C_07.00.a,r0232,c0150,} + {C_07.00.a,r0235,c0150,} + {C_07.00.a,r0240,c0150,} + {C_07.00.a,r0250,c0150,} + {C_07.00.a,r0260,c0150,} + {C_07.00.a,r0265,c0150,} + {C_07.00.a,r0270,c0150,} + {C_07.00.a,r0280,c0150,}{C_07.00.a,r0010,c0170,} = {C_07.00.a,r0140,c0170,} + {C_07.00.a,r0150,c0170,} + {C_07.00.a,r0160,c0170,} + {C_07.00.a,r0170,c0170,} + {C_07.00.a,r0180,c0170,} + {C_07.00.a,r0185,c0170,} + {C_07.00.a,r0190,c0170,} + {C_07.00.a,r0195,c0170,} + {C_07.00.a,r0196,c0170,} + {C_07.00.a,r0200,c0170,} + {C_07.00.a,r0205,c0170,} + {C_07.00.a,r0210,c0170,} + {C_07.00.a,r0220,c0170,} + {C_07.00.a,r0225,c0170,} + {C_07.00.a,r0226,c0170,} + {C_07.00.a,r0230,c0170,} + {C_07.00.a,r0231,c0170,} + {C_07.00.a,r0232,c0170,} + {C_07.00.a,r0235,c0170,} + {C_07.00.a,r0240,c0170,} + {C_07.00.a,r0250,c0170,} + {C_07.00.a,r0260,c0170,} + {C_07.00.a,r0265,c0170,} + {C_07.00.a,r0270,c0170,} + {C_07.00.a,r0280,c0170,}{C_07.00.a,r0010,c0200,} = {C_07.00.a,r0140,c0200,} + {C_07.00.a,r0150,c0200,} + {C_07.00.a,r0160,c0200,} + {C_07.00.a,r0170,c0200,} + {C_07.00.a,r0180,c0200,} + {C_07.00.a,r0185,c0200,} + {C_07.00.a,r0190,c0200,} + {C_07.00.a,r0195,c0200,} + {C_07.00.a,r0196,c0200,} + {C_07.00.a,r0200,c0200,} + {C_07.00.a,r0205,c0200,} + {C_07.00.a,r0210,c0200,} + {C_07.00.a,r0220,c0200,} + {C_07.00.a,r0225,c0200,} + {C_07.00.a,r0226,c0200,} + {C_07.00.a,r0230,c0200,} + {C_07.00.a,r0231,c0200,} + {C_07.00.a,r0232,c0200,} + {C_07.00.a,r0235,c0200,} + {C_07.00.a,r0240,c0200,} + {C_07.00.a,r0250,c0200,} + {C_07.00.a,r0260,c0200,} + {C_07.00.a,r0265,c0200,} + {C_07.00.a,r0270,c0200,} + {C_07.00.a,r0280,c0200,}{C_07.00.a,r0010,c0220,} = {C_07.00.a,r0140,c0220,} + {C_07.00.a,r0150,c0220,} + {C_07.00.a,r0160,c0220,} + {C_07.00.a,r0170,c0220,} + {C_07.00.a,r0180,c0220,} + {C_07.00.a,r0185,c0220,} + {C_07.00.a,r0190,c0220,} + {C_07.00.a,r0195,c0220,} + {C_07.00.a,r0196,c0220,} + {C_07.00.a,r0200,c0220,} + {C_07.00.a,r0205,c0220,} + {C_07.00.a,r0210,c0220,} + {C_07.00.a,r0220,c0220,} + {C_07.00.a,r0225,c0220,} + {C_07.00.a,r0226,c0220,} + {C_07.00.a,r0230,c0220,} + {C_07.00.a,r0231,c0220,} + {C_07.00.a,r0232,c0220,} + {C_07.00.a,r0235,c0220,} + {C_07.00.a,r0240,c0220,} + {C_07.00.a,r0250,c0220,} + {C_07.00.a,r0260,c0220,} + {C_07.00.a,r0265,c0220,} + {C_07.00.a,r0270,c0220,} + {C_07.00.a,r0280,c0220,}{C_07.00.a,r0010,c0165,} = {C_07.00.a,r0140,c0165,} + {C_07.00.a,r0150,c0165,} + {C_07.00.a,r0160,c0165,} + {C_07.00.a,r0170,c0165,} + {C_07.00.a,r0180,c0165,} + {C_07.00.a,r0185,c0165,} + {C_07.00.a,r0190,c0165,} + {C_07.00.a,r0195,c0165,} + {C_07.00.a,r0196,c0165,} + {C_07.00.a,r0200,c0165,} + {C_07.00.a,r0205,c0165,} + {C_07.00.a,r0210,c0165,} + {C_07.00.a,r0220,c0165,} + {C_07.00.a,r0225,c0165,} + {C_07.00.a,r0226,c0165,} + {C_07.00.a,r0230,c0165,} + {C_07.00.a,r0231,c0165,} + {C_07.00.a,r0232,c0165,} + {C_07.00.a,r0235,c0165,} + {C_07.00.a,r0240,c0165,} + {C_07.00.a,r0250,c0165,} + {C_07.00.a,r0260,c0165,} + {C_07.00.a,r0265,c0165,} + {C_07.00.a,r0270,c0165,} + {C_07.00.a,r0280,c0165,}

And 6 more, the same formula for the other cells it covers.

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.