Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Risk weighted exposure amounts must equal the sum of its two parts (C 34.02.a, EBA rule v09807_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.02.a, cCR exposures by approach (CCR 2).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Risk weighted exposure amounts must equal positions treated with the CR standardised approach plus positions treated with the CR IRB approach.

EBA checks it for three rows, all for (for derivatives): original exposure method, simplified SA-CCR and SA-CCR. And on two sheets: all CCR exposures and all CCR exposures excluding exposures to central counterparties (CCPs). That makes six 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.

Simplified SA-CCR (for derivatives), Risk weighted exposure amounts, All CCR exposures = Simplified SA-CCR (for derivatives), Positions treated with the CR standardised approach, All CCR exposures + Simplified SA-CCR (for derivatives), Positions treated with the CR IRB approach, All CCR exposures

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 34.02 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

CCR exposures by approach (CCR 2) (C 34.02.a)

Rows

  • 0010Original exposure method (for derivatives)
  • 0020Simplified SA-CCR (for derivatives)
  • 0030SA-CCR (for derivatives)

Columns

  • 0200Risk weighted exposure amounts
  • 0210Positions treated with the CR standardised approach
  • 0220Positions treated with the CR IRB approach

Sheets

  • 0001All CCR exposures
  • 0002All CCR exposures excluding exposures to central counterparties (CCPs)

A worked example

The first of its checks, with simple numbers.

Illustrative values
Positions treated with the CR standardised approach1,200
Positions treated with the CR IRB approach800
Together2,000
What the rule then expects

Risk weighted exposure amounts 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_34.02.a,r0020,c0200,s0001} = {C_34.02.a,r0020,c0210,s0001} + {C_34.02.a,r0020,c0220,s0001}

The next five:

{C_34.02.a,r0030,c0200,s0002} = {C_34.02.a,r0030,c0210,s0002} + {C_34.02.a,r0030,c0220,s0002}{C_34.02.a,r0030,c0200,s0001} = {C_34.02.a,r0030,c0210,s0001} + {C_34.02.a,r0030,c0220,s0001}{C_34.02.a,r0020,c0200,s0002} = {C_34.02.a,r0020,c0210,s0002} + {C_34.02.a,r0020,c0220,s0002}{C_34.02.a,r0010,c0200,s0001} = {C_34.02.a,r0010,c0210,s0001} + {C_34.02.a,r0010,c0220,s0001}{C_34.02.a,r0010,c0200,s0002} = {C_34.02.a,r0010,c0210,s0002} + {C_34.02.a,r0010,c0220,s0002}

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.