Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total must equal the sum of its five parts (C 34.04, EBA rule v09827_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.04, cCR exposures treated with the original exposure method (OEM) (CCR 4).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total must equal these five added up:

  • Interest rate risk
  • Foreign exchange risk
  • Credit risk
  • Equity risk
  • Commodity risk

EBA checks it for five columns: number of transactions, notional amounts, current market value (CMV), positive, current market value (CMV), negative and potential future exposure (PFE). That makes five 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.

Current market value (CMV), negative: Total = Interest rate risk + Foreign exchange risk + Credit risk + Equity risk + Commodity risk

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 34.04 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 treated with the original exposure method (OEM) (CCR 4) (C 34.04)

Rows

  • 0010Total
  • 0020Interest rate risk
  • 0030Foreign exchange risk
  • 0040Credit risk
  • 0050Equity risk
  • 0060Commodity risk

Columns

  • 0010Number of transactions
  • 0020Notional amounts
  • 0030Current market value (CMV), positive
  • 0040Current market value (CMV), negative
  • 0050Potential future exposure (PFE)

A worked example

The first of its checks, with simple numbers.

Illustrative values
Interest rate risk1,200
Foreign exchange risk800
Credit risk450
Equity risk300
Commodity risk150
Together2,900
What the rule then expects

Total must then be 2,900.

2,900Passes
3,000Fails

A file that reports 2,900 passes. One that reports 3,000 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_34.04,r0010,c0040,} = {C_34.04,r0020,c0040,} + {C_34.04,r0030,c0040,} + {C_34.04,r0040,c0040,} + {C_34.04,r0050,c0040,} + {C_34.04,r0060,c0040,}

The next four:

{C_34.04,r0010,c0030,} = {C_34.04,r0020,c0030,} + {C_34.04,r0030,c0030,} + {C_34.04,r0040,c0030,} + {C_34.04,r0050,c0030,} + {C_34.04,r0060,c0030,}{C_34.04,r0010,c0050,} = {C_34.04,r0020,c0050,} + {C_34.04,r0030,c0050,} + {C_34.04,r0040,c0050,} + {C_34.04,r0050,c0050,} + {C_34.04,r0060,c0050,}{C_34.04,r0010,c0020,} = {C_34.04,r0020,c0020,} + {C_34.04,r0030,c0020,} + {C_34.04,r0040,c0020,} + {C_34.04,r0050,c0020,} + {C_34.04,r0060,c0020,}{C_34.04,r0010,c0010,} = {C_34.04,r0020,c0010,} + {C_34.04,r0030,c0010,} + {C_34.04,r0040,c0010,} + {C_34.04,r0050,c0010,} + {C_34.04,r0060,c0010,}

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.