Line4

1 min readSwitched off by EBA on 17 March 2026EBA reporting framework 4.2Updated 10 November 2026

The sum of two rows must equal 0.5 times specialized lending slotting criteria: total, exposure value arising from counterparty credit risk (EBA rule v09792_m)

A check in the own funds and capital requirements return (COREP own funds), on templates C 08.01.c, credit and counterparty credit risks and free deliveries: IRB approach to capital requirements - TOTAL - of which arising from counterparty credit risk and off balance sheet and C 08.06, credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6).

EBA switched this rule off for filings submitted from 17 March 2026, in a quarterly update to its list of validation rules. It no longer applies, so a failure here does not count, and Line4 Check does not run it.

The rule in plain words

For exposure value arising from counterparty credit risk: less than 2.5 years plus equal to or more than 2.5 years must equal 0.5 times specialized lending slotting criteria: total.

The template it checks

Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements - TOTAL - of which arising from counterparty credit risk and off balance sheet (C 08.01.c)

Row

  • 0080Specialized lending slotting criteria: total

Column

  • 0130Of which: arising from counterparty credit risk

Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6) (C 08.06)

Rows

  • 0110Less than 2.5 years
  • 0120Equal to or more than 2.5 years

Column

  • 0060Of which: arising from counterparty credit risk
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

sum({C_08.06,r0110,c0060,}) + sum({C_08.06,r0120,c0060,}) = sum({C_08.01.c,r0080,c0130,}) / 2

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.