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2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Portfolios under articles 9 to 17, total category level post-diversification, total AVA must equal the sum of its six parts (EBA rule v10235_m)

A warning in the own funds and capital requirements return (COREP own funds), on templates C 32.02.a, prudent valuation: core approach – pre and post diversification and C 32.02.c, prudent valuation: core approach – other.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Portfolios under articles 9 to 17 - total category level post-diversification, total AVA must equal these six added up:

  • Total category level pre-diversification, total AVA
  • (-) Diversification benefits, total AVA
  • Portfolios under articles 9 to 17 - total category level post-diversification, concentrated positions
  • Portfolios under articles 9 to 17 - total category level post-diversification, future admnistrative costs
  • Portfolios under articles 9 to 17 - total category level post-diversification, early termination
  • Portfolios under articles 9 to 17 - total category level post-diversification, operational risk
How the Line4 Check report words itShow

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

C_32.02.A: Portfolios under articles 9 to 17 - total category level post-diversification, Total AVA = C_32.02.A: Total category level pre-diversification, Total AVA + C_32.02.A: (-) Diversification benefits, Total AVA + C_32.02.C: Portfolios under articles 9 to 17 - total category level post-diversification, Concentrated positions + C_32.02.C: Portfolios under articles 9 to 17 - total category level post-diversification, Future admnistrative costs + C_32.02.C: Portfolios under articles 9 to 17 - total category level post-diversification, Early termination + C_32.02.C: Portfolios under articles 9 to 17 - total category level post-diversification, Operational risk

What to do if your filing fails it

  1. 01Open the templates 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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 32.02 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

Prudent valuation: core approach – pre and post diversification (C 32.02.a)

Rows

  • 0030Portfolios under articles 9 to 17 - total category level post-diversification
  • 0040Total category level pre-diversification
  • 0140(-) Diversification benefits

Column

  • 0110Total AVA

Prudent valuation: core approach – other (C 32.02.c)

Row

  • 0030Portfolios under articles 9 to 17 - total category level post-diversification

Columns

  • 0070Concentrated positions
  • 0080Future admnistrative costs
  • 0090Early termination
  • 0100Operational risk

A worked example

The first of its checks, with simple numbers.

Illustrative values
Total category level pre-diversification, total AVA1,200
(-) Diversification benefits, total AVA800
Portfolios under articles 9 to 17 - total category level post-diversification, concentrated positions450
Portfolios under articles 9 to 17 - total category level post-diversification, future admnistrative costs300
Portfolios under articles 9 to 17 - total category level post-diversification, early termination150
Portfolios under articles 9 to 17 - total category level post-diversification, operational risk100
Together3,000
What the rule then expects

Portfolios under articles 9 to 17 - total category level post-diversification, total AVA must then be 3,000.

3,000Passes
3,100Fails

A file that reports 3,000 passes. One that reports 3,100 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_32.02.a,r0030,c0110,} = {C_32.02.a,r0040,c0110,} + {C_32.02.a,r0140,c0110,} + {C_32.02.c,r0030,c0070,} + {C_32.02.c,r0030,c0080,} + {C_32.02.c,r0030,c0090,} + {C_32.02.c,r0030,c0100,}

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.