Line4

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

Total exposures, exposure value arising from counterparty credit risk must equal total, positions treated with the CR IRB approach, all CCR exposures (EBA rule v09812_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 34.02.b, cCR exposures by approach (CCR 2).

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

Total exposures, exposure value arising from counterparty credit risk must equal total, positions treated with the CR IRB approach, all CCR exposures.

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

  • 0010Total exposures

Column

  • 0130Of which: arising from counterparty credit risk

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

Row

  • 0110Total

Column

  • 0190Positions treated with the CR IRB approach

Sheet

  • 0001All CCR exposures
Show the rule as writtenShow

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

sum({C_08.01.c,r0010,c0130,}) = {C_34.02.b,r0110,c0190,s0001}

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.