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2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Own funds requirement for non-securitisation debt instruments must equal the sum of its five parts (EBA rule v0572_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 18.00, market risk: standardised approach for traded debt instruments.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Own funds requirement for non-securitisation debt instruments must equal these five added up:

  • Debt securities under the first category
  • Debt securities under the second category
  • Debt securities under the third category
  • Debt securities under the fourth category
  • Rated nth-to default credit derivatives

All the values are in the own funds requirements column (0060) of C 18.00.

EBA checks it on 23 sheets, from total (0001) to other (0025). That makes 23 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.

Own funds requirements: Own funds requirement for non-securitisation debt instruments, Turkish Lira = Debt securities under the first category, Turkish Lira + Debt securities under the second category, Turkish Lira + Debt securities under the third category, Turkish Lira + Debt securities under the fourth category, Turkish Lira + Rated nth-to default credit derivatives, Turkish Lira

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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 18.00 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

Market risk: standardised approach for traded debt instruments (C 18.00)

Rows

  • 0251Own funds requirement for non-securitisation debt instruments
  • 0260Debt securities under the first category
  • 0270Debt securities under the second category
  • 0310Debt securities under the third category
  • 0320Debt securities under the fourth category
  • 0321Rated nth-to default credit derivatives

Column

  • 0060Own funds requirements

Sheets

  • 0001Total
  • 0002Euro
  • 0003Lek
  • 0004Bulgarian Lev
  • 0005Czech Koruna
  • 0006Danish Krone
  • 0007Pound Sterling
  • 0008Forint
  • 0009Yen
  • 0012Denar
  • 0013Zloty
  • 0014Romanian Leu
  • 0015Russian Ruble
  • 0016Serbian Dinar
  • 0017Swedish Krona
  • 0018Swiss Franc
  • 0019Turkish Lira
  • 0020Hryvnia
  • 0021US Dollar
  • 0022Iceland Krona
  • 0023Norwegian Krone
  • 0024Egyptian Pound
  • 0025Other

A worked example

The first of its checks, with simple numbers.

Illustrative values
Debt securities under the first category1,200
Debt securities under the second category800
Debt securities under the third category450
Debt securities under the fourth category300
Rated nth-to default credit derivatives150
Together2,900
What the rule then expects

Own funds requirement for non-securitisation debt instruments must then be 2,900.

2,900Passes
3,000Fails

A file that reports 2,900 passes. One that reports 3,000 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_18.00,r0251,c0060,s0019} = {C_18.00,r0260,c0060,s0019} + {C_18.00,r0270,c0060,s0019} + {C_18.00,r0310,c0060,s0019} + {C_18.00,r0320,c0060,s0019} + {C_18.00,r0321,c0060,s0019}

The next five:

{C_18.00,r0251,c0060,s0003} = {C_18.00,r0260,c0060,s0003} + {C_18.00,r0270,c0060,s0003} + {C_18.00,r0310,c0060,s0003} + {C_18.00,r0320,c0060,s0003} + {C_18.00,r0321,c0060,s0003}{C_18.00,r0251,c0060,s0007} = {C_18.00,r0260,c0060,s0007} + {C_18.00,r0270,c0060,s0007} + {C_18.00,r0310,c0060,s0007} + {C_18.00,r0320,c0060,s0007} + {C_18.00,r0321,c0060,s0007}{C_18.00,r0251,c0060,s0022} = {C_18.00,r0260,c0060,s0022} + {C_18.00,r0270,c0060,s0022} + {C_18.00,r0310,c0060,s0022} + {C_18.00,r0320,c0060,s0022} + {C_18.00,r0321,c0060,s0022}{C_18.00,r0251,c0060,s0006} = {C_18.00,r0260,c0060,s0006} + {C_18.00,r0270,c0060,s0006} + {C_18.00,r0310,c0060,s0006} + {C_18.00,r0320,c0060,s0006} + {C_18.00,r0321,c0060,s0006}{C_18.00,r0251,c0060,s0013} = {C_18.00,r0260,c0060,s0013} + {C_18.00,r0270,c0060,s0013} + {C_18.00,r0310,c0060,s0013} + {C_18.00,r0320,c0060,s0013} + {C_18.00,r0321,c0060,s0013}

And 17 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.