Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 81 values it checks in composition of collateral for CCR exposures (CCR 8) (I) can be negative (C 34.08.a, EBA rule v10324_s)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.08.a, composition of collateral for CCR exposures (CCR 8) (I).

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in composition of collateral for CCR exposures (CCR 8) (I) can be negative.

EBA checks it for nine columns, from initial margin (0010) to SFT security (0130). And for nine rows, from cash – domestic currency (0010) to total (0090). That makes 81 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.

Variation margin: Cash – domestic currency >= 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 34.08 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

Composition of collateral for CCR exposures (CCR 8) (I) (C 34.08.a)

Rows

  • 0010Cash – domestic currency
  • 0020Cash – other currencies
  • 0030Domestic sovereign debt
  • 0040Other sovereign debt
  • 0050Government agency debt
  • 0060Corporate bonds
  • 0070Equity securities
  • 0080Other collateral
  • 0090Total

Columns

  • 0010Initial margin
  • 0020Variation margin
  • 0030Initial margin
  • 0040Variation margin
  • 0090Initial margin
  • 0100Variation margin
  • 0110Initial margin
  • 0120Variation margin
  • 0130SFT security

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Cash – domestic currency, variation margin must then be at least 0.

0Passes
-100Fails

A file that reports 0 passes. One that reports -100 fails, by 100.

The numbers are illustrative.

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_34.08.a,r0010,c0020,} >= 0

The next five:

{C_34.08.a,r0020,c0030,} >= 0{C_34.08.a,r0030,c0100,} >= 0{C_34.08.a,r0040,c0110,} >= 0{C_34.08.a,r0090,c0090,} >= 0{C_34.08.a,r0050,c0010,} >= 0

And 75 more, the same formula for the other cells it covers.

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.