Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Risk weighted exposure amount after supporting factor must equal the sum of its three parts (C 08.02, EBA rule v0348_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 08.02, credit and counterparty credit risks and free deliveries: IRB approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Risk weighted exposure amount after supporting factor must equal these three added up:

  • Risk weighted exposure amount pre supporting factor
  • (-) adjustment to risk-weighted exposure amount due to SME supporting factor
  • (-) adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor
How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Risk weighted exposure amount after supporting factor = Risk weighted exposure amount pre supporting factor + (-) Adjustment to risk-weighted exposure amount due to SME supporting factor + (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

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  3. 03If they differ, a part is missing, a value sits in the wrong column, or the total is out of date.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 08.02 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: IRB approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades (C 08.02)

Columns

  • 0255Risk weighted exposure amount pre supporting factor
  • 0256(-) Adjustment to risk-weighted exposure amount due to SME supporting factor
  • 0257(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor
  • 0260Risk weighted exposure amount after supporting factor

A worked example

The first of its checks, with simple numbers.

Illustrative values
Risk weighted exposure amount pre supporting factor1,200
(-) adjustment to risk-weighted exposure amount due to SME supporting factor800
(-) adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor450
Together2,450
What the rule then expects

Risk weighted exposure amount after supporting factor must then be 2,450.

2,450Passes
2,550Fails

A file that reports 2,450 passes. One that reports 2,550 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{C_08.02,,c0260,} = {C_08.02,,c0255,} + {C_08.02,,c0256,} + {C_08.02,,c0257,}

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.