Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Own funds requirements must equal price difference exposure due to unsettled transactions (EBA rule v0495_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 11.00, settlement/Delivery risk.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Own funds requirements must equal price difference exposure due to unsettled transactions.

EBA checks it for two rows: transactions unsettled for 46 days or more (Factor 100%) (0060), and transactions unsettled for 46 days or more (Factor 100%) (0120). That makes two 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.

Transactions unsettled for 46 days or more (Factor 100%), Own funds requirements = Transactions unsettled for 46 days or more (Factor 100%), Price difference exposure due to unsettled transactions

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02The two values must be the same. Find which of the two is right, and correct the other one.
  3. 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark C 11.00 as reported.
  5. 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

Settlement/Delivery risk (C 11.00)

Rows

  • 0060Transactions unsettled for 46 days or more (Factor 100%)
  • 0120Transactions unsettled for 46 days or more (Factor 100%)

Columns

  • 0020Price difference exposure due to unsettled transactions
  • 0030Own funds requirements

A worked example

The first of its checks, with simple numbers.

Illustrative values
Own funds requirements1,200
What the rule then expects

Price difference exposure due to unsettled transactions must then be 1,200.

1,200Passes
1,300Fails

A file that reports 1,200 passes. One that reports 1,300 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, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_11.00,r0060,c0030,} = {C_11.00,r0060,c0020,} * 1.0

The next one:

{C_11.00,r0120,c0030,} = {C_11.00,r0120,c0020,} * 1.0

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.