Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Exposure value arising from counterparty credit risk cannot be less than arising from counterparty credit risk excluding exposures cleared through a CCP (EBA rule v09744_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 07.00.b, credit and counterparty credit risks and free deliveries: standardised approach to capital requirements - of which: arising from counterparty credit risk.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Exposure value arising from counterparty credit risk cannot be less than arising from counterparty credit risk excluding exposures cleared through a CCP.

EBA checks it for 28 rows, from securities financing transactions netting sets (0090) to other risk weights (0280). That makes 28 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.

2%, Of which: Arising from Counterparty Credit Risk >= 2%, Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Compare the values in your file. If the first is smaller than it may be, one of them is wrong: check both before you change either.
  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 - of which: arising from counterparty credit risk (C 07.00.b)

Rows

  • 0090Securities Financing Transactions netting sets
  • 0110Derivatives & Long Settlement Transactions netting sets
  • 0130From Contractual Cross Product netting sets
  • 01400%
  • 01502%
  • 01604%
  • 017010%
  • 018020%
  • 018530%
  • 019035%
  • 019540%
  • 019645%
  • 020050%
  • 020560%
  • 021070%
  • 022075%
  • 022580%
  • 022690%
  • 0230100%
  • 0231105%
  • 0232110%
  • 0235130%
  • 0240150%
  • 0250250%
  • 0260370%
  • 0265400%
  • 02701250%
  • 0280Other risk weights

Columns

  • 0210Of which: Arising from Counterparty Credit Risk
  • 0211Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP

A worked example

The first of its checks, with simple numbers.

Illustrative values
Exposure value arising from counterparty credit risk1,200
What the rule then expects

Arising from counterparty credit risk excluding exposures cleared through a CCP can then be at most 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_07.00.b,r0150,c0210,} >= {C_07.00.b,r0150,c0211,}

The next five:

{C_07.00.b,r0160,c0210,} >= {C_07.00.b,r0160,c0211,}{C_07.00.b,r0265,c0210,} >= {C_07.00.b,r0265,c0211,}{C_07.00.b,r0200,c0210,} >= {C_07.00.b,r0200,c0211,}{C_07.00.b,r0110,c0210,} >= {C_07.00.b,r0110,c0211,}{C_07.00.b,r0195,c0210,} >= {C_07.00.b,r0195,c0211,}

And 22 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.