Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Month 2: total must equal long derivative positions plus short derivative positions (EBA rule v09802_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.01.a, size of the derivative business (CCR 1) (I).

Check your file against this ruleWhat to do if it fails

The rule in plain words

For month 2: total must equal long derivative positions plus short derivative positions.

EBA checks it for three rows: size of the derivative business, on- and off-balance sheet derivatives, and (-) credit derivatives that are recognised as internal hedges against non-trading book credit risk exposures. That makes three 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.

Size of the derivative business, Long derivative positions + Size of the derivative business, Short derivative positions = Size of the derivative business, Total

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 34.01 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

Size of the derivative business (CCR 1) (I) (C 34.01.a)

Rows

  • 0010Size of the derivative business
  • 0020On- and off-balance sheet derivatives
  • 0030(-) Credit derivatives that are recognised as internal hedges against non-trading book credit risk exposures

Columns

  • 0040Long derivative positions
  • 0050Short derivative positions
  • 0060Total

A worked example

The first of its checks, with simple numbers.

Illustrative values
Long derivative positions1,200
Short derivative positions800
Together2,000
What the rule then expects

Total must then be 2,000.

2,000Passes
2,100Fails

A file that reports 2,000 passes. One that reports 2,100 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_34.01.a,r0010,c0040,} + {C_34.01.a,r0010,c0050,} = {C_34.01.a,r0010,c0060,}

The next two:

{C_34.01.a,r0020,c0040,} + {C_34.01.a,r0020,c0050,} = {C_34.01.a,r0020,c0060,}{C_34.01.a,r0030,c0040,} + {C_34.01.a,r0030,c0050,} = {C_34.01.a,r0030,c0060,}

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.