Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Exposures to QCCPs (total) must equal the sum of its four parts (EBA rule v09847_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.10, exposures to CCPs (CCR 10).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Exposures to QCCPs (total) must equal these four added up:

  • Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which
  • Non-segregated initial margin
  • Prefunded default fund contributions
  • Unfunded default fund contributions

All the values are in the risk weighted exposure amounts column (0020) of C 34.10.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Risk weighted exposure amounts: Exposures to QCCPs (total) = Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which + Non-segregated initial margin + Prefunded default fund contributions + Unfunded default fund contributions

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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 34.10 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

Exposures to CCPs (CCR 10) (C 34.10)

Rows

  • 0010Exposures to QCCPs (total)
  • 0020Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which
  • 0080Non-segregated initial margin
  • 0090Prefunded default fund contributions
  • 0100Unfunded default fund contributions

Column

  • 0020Risk weighted exposure amounts

A worked example

The first of its checks, with simple numbers.

Illustrative values
Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which1,200
Non-segregated initial margin800
Prefunded default fund contributions450
Unfunded default fund contributions300
Together2,750
What the rule then expects

Exposures to QCCPs (total) must then be 2,750.

2,750Passes
2,850Fails

A file that reports 2,750 passes. One that reports 2,850 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. Cells are written as {template, row, column, sheet}.

{C_34.10,r0010,c0020,} = {C_34.10,r0020,c0020,} + {C_34.10,r0080,c0020,} + {C_34.10,r0090,c0020,} + {C_34.10,r0100,c0020,}

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.