Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Equities in trading book must equal the sum of its three parts (EBA rule v0620_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 21.00, market risk: standardised approach for position risk in equities.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Equities in trading book must equal these three added up:

  • General risk
  • Specific risk
  • Additional requirements for options (non-delta risks)

All the values are in the own funds requirements column (0060) of C 21.00.

EBA checks it on 25 sheets, from total (0001) to euro area (0044). That makes 25 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: EQUITIES IN TRADING BOOK, Serbia = General risk, Serbia + Specific risk, Serbia + Additional requirements for options (non-delta risks), Serbia

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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 21.00 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 position risk in equities (C 21.00)

Rows

  • 0010EQUITIES IN TRADING BOOK
  • 0020General risk
  • 0050Specific risk
  • 0090Additional requirements for options (non-delta risks)

Column

  • 0060Own funds requirements

Sheets

  • 0001Total
  • 0004Bulgaria
  • 0006Czech Republic
  • 0007Denmark
  • 0013Hungary
  • 0021Poland
  • 0023Romania
  • 0027Sweden
  • 0028United Kingdom
  • 0029Albania
  • 0030Japan
  • 0031Macedonia
  • 0032Russian Federation
  • 0033Serbia
  • 0034Switzerland
  • 0035Turkey
  • 0036Ukraine
  • 0037USA
  • 0038Norway
  • 0039Egypt
  • 0040Iceland
  • 0041Liechtenstein
  • 0042Other
  • 0043Croatia
  • 0044Euro Area

A worked example

The first of its checks, with simple numbers.

Illustrative values
General risk1,200
Specific risk800
Additional requirements for options (non-delta risks)450
Together2,450
What the rule then expects

Equities in trading book 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, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_21.00,r0010,c0060,s0033} = {C_21.00,r0020,c0060,s0033} + {C_21.00,r0050,c0060,s0033} + {C_21.00,r0090,c0060,s0033}

The next five:

{C_21.00,r0010,c0060,s0028} = {C_21.00,r0020,c0060,s0028} + {C_21.00,r0050,c0060,s0028} + {C_21.00,r0090,c0060,s0028}{C_21.00,r0010,c0060,s0023} = {C_21.00,r0020,c0060,s0023} + {C_21.00,r0050,c0060,s0023} + {C_21.00,r0090,c0060,s0023}{C_21.00,r0010,c0060,s0032} = {C_21.00,r0020,c0060,s0032} + {C_21.00,r0050,c0060,s0032} + {C_21.00,r0090,c0060,s0032}{C_21.00,r0010,c0060,s0027} = {C_21.00,r0020,c0060,s0027} + {C_21.00,r0050,c0060,s0027} + {C_21.00,r0090,c0060,s0027}{C_21.00,r0010,c0060,s0034} = {C_21.00,r0020,c0060,s0034} + {C_21.00,r0050,c0060,s0034} + {C_21.00,r0090,c0060,s0034}

And 19 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.