Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total exposures must equal look-through approach plus mandate-based approach plus fall-back approach (C 07.00.a, EBA rule v09743_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 look-through approach plus mandate-based approach plus fall-back approach.

EBA checks it for 25 columns, from original exposure pre conversion factors (0010) to with a credit assessment by a nominated ECAI (0230). 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.

Exposure net of value adjustments and provisions: TOTAL EXPOSURES = Look-through approach + Mandate-based approach + Fall-back approach

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  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 07.00 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

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

Rows

  • 0010TOTAL EXPOSURES
  • 0281Look-through approach
  • 0282Mandate-based approach
  • 0283Fall-back approach

Columns

  • 0010Original exposure pre conversion factors
  • 0030(-) Value adjustments and provision associated with the original exposure
  • 0040Exposure net of value adjustments and provisions
  • 0050(-) Guarantees
  • 0060(-) Credit derivatives
  • 0070(-) Financial collateral: simple method
  • 0080(-) Other funded credit protection
  • 0090(-) Total Outflows
  • 0100Total Inflows (+)
  • 0110Net exposure after CRM substitution effects pre conversion factors
  • 0120Volatility adjustment to the exposure
  • 0130(-) Financial collateral: adjusted value (Cvam)
  • 0140(-) of which: Volatility and maturity adjustments
  • 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,c0040,} = {C_07.00.a,r0281,c0040,} + {C_07.00.a,r0282,c0040,} + {C_07.00.a,r0283,c0040,}

The next five:

{C_07.00.a,r0010,c0180,} = {C_07.00.a,r0281,c0180,} + {C_07.00.a,r0282,c0180,} + {C_07.00.a,r0283,c0180,}{C_07.00.a,r0010,c0100,} = {C_07.00.a,r0281,c0100,} + {C_07.00.a,r0282,c0100,} + {C_07.00.a,r0283,c0100,}{C_07.00.a,r0010,c0130,} = {C_07.00.a,r0281,c0130,} + {C_07.00.a,r0282,c0130,} + {C_07.00.a,r0283,c0130,}{C_07.00.a,r0010,c0170,} = {C_07.00.a,r0281,c0170,} + {C_07.00.a,r0282,c0170,} + {C_07.00.a,r0283,c0170,}{C_07.00.a,r0010,c0140,} = {C_07.00.a,r0281,c0140,} + {C_07.00.a,r0282,c0140,} + {C_07.00.a,r0283,c0140,}

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.