Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Risk weighted exposure amount at the end of the current reporting period must equal the sum of its eight parts (EBA rule v09851_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.11, rWEA flow statements of CCR exposures under the IMM (CCR 11).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Risk weighted exposure amount at the end of the current reporting period must equal these eight added up:

  • Risk weighted exposure amount at the end of the previous reporting period
  • Asset size
  • Credit quality of counterparties
  • Model updates (IMM only)
  • Methodology and policy (IMM only)
  • Acquisitions and disposals
  • Foreign exchange movements
  • Other

EBA checks it for two columns: quarterly flows and annual flows. That makes two 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.

Annual flows: Risk weighted exposure amount at the end of the current reporting period = Risk weighted exposure amount at the end of the previous reporting period + Asset size + Credit quality of counterparties + Model updates (IMM only) + Methodology and policy (IMM only) + Acquisitions and disposals + Foreign exchange movements + Other

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 34.11 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

RWEA flow statements of CCR exposures under the IMM (CCR 11) (C 34.11)

Rows

  • 0010Risk weighted exposure amount at the end of the previous reporting period
  • 0020Asset size
  • 0030Credit quality of counterparties
  • 0040Model updates (IMM only)
  • 0050Methodology and policy (IMM only)
  • 0060Acquisitions and disposals
  • 0070Foreign exchange movements
  • 0080Other
  • 0090Risk weighted exposure amount at the end of the current reporting period

Columns

  • 0010Quarterly flows
  • 0020Annual flows
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_34.11,r0090,c0020,} = {C_34.11,r0010,c0020,} + {C_34.11,r0020,c0020,} + {C_34.11,r0030,c0020,} + {C_34.11,r0040,c0020,} + {C_34.11,r0050,c0020,} + {C_34.11,r0060,c0020,} + {C_34.11,r0070,c0020,} + {C_34.11,r0080,c0020,}

The next one:

{C_34.11,r0090,c0010,} = {C_34.11,r0010,c0010,} + {C_34.11,r0020,c0010,} + {C_34.11,r0030,c0010,} + {C_34.11,r0040,c0010,} + {C_34.11,r0050,c0010,} + {C_34.11,r0060,c0010,} + {C_34.11,r0070,c0010,} + {C_34.11,r0080,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.