Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

In % of total assets times total assets must equal on, and off, balance sheet business subject to market risk (EBA rule v10101_m)

A warning in the market risk return (FRTB), on template C 90.00, trading book and market risk thresholds (TBT).

Check your file against this ruleWhat to do if it fails

The rule in plain words

In % of total assets times total assets must equal on - and off - balance sheet business subject to market risk.

EBA checks it for three rows: month 3, month 2 and month 1. That makes three 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.

Month 3, In % of total assets × Month 3, Total assets = Month 3, On - and off - balance sheet business subject to market risk

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  3. 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark C 90.00 as reported.
  5. 05This 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

Trading book and market risk thresholds (TBT) (C 90.00)

Rows

  • 0010Month 3
  • 0020Month 2
  • 0030Month 1

Columns

  • 0010On - and off - balance sheet business subject to market risk
  • 0070In % of total assets
  • 0080Total assets
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_90.00,r0010,c0070,} * {C_90.00,r0010,c0080,} = {C_90.00,r0010,c0010,}

The next two:

{C_90.00,r0030,c0070,} * {C_90.00,r0030,c0080,} = {C_90.00,r0030,c0010,}{C_90.00,r0020,c0070,} * {C_90.00,r0020,c0080,} = {C_90.00,r0020,c0010,}

Every FRTB rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.