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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total must equal the sum of its eight parts (C 34.08.b, EBA rule v10477_m)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total must equal these eight added up:

  • Cash – domestic currency
  • Cash – other currencies
  • Domestic sovereign debt
  • Other sovereign debt
  • Government agency debt
  • Corporate bonds
  • Equity securities
  • Other collateral

EBA checks it for nine columns, from initial margin (0050) to SFT security (0180). That makes nine 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: Total = Cash – domestic currency + Cash – other currencies + Domestic sovereign debt + Other sovereign debt + Government agency debt + Corporate bonds + Equity securities + Other collateral

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 34.08 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

Composition of collateral for CCR exposures (CCR 8) (II) (C 34.08.b)

Rows

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

Columns

  • 0050Initial margin
  • 0060Variation margin
  • 0070Initial margin
  • 0080Variation margin
  • 0140Initial margin
  • 0150Variation margin
  • 0160Initial margin
  • 0170Variation margin
  • 0180SFT security
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.b,r0090,c0150,} = {C_34.08.b,r0010,c0150,} + {C_34.08.b,r0020,c0150,} + {C_34.08.b,r0030,c0150,} + {C_34.08.b,r0040,c0150,} + {C_34.08.b,r0050,c0150,} + {C_34.08.b,r0060,c0150,} + {C_34.08.b,r0070,c0150,} + {C_34.08.b,r0080,c0150,}

The next five:

{C_34.08.b,r0090,c0080,} = {C_34.08.b,r0010,c0080,} + {C_34.08.b,r0020,c0080,} + {C_34.08.b,r0030,c0080,} + {C_34.08.b,r0040,c0080,} + {C_34.08.b,r0050,c0080,} + {C_34.08.b,r0060,c0080,} + {C_34.08.b,r0070,c0080,} + {C_34.08.b,r0080,c0080,}{C_34.08.b,r0090,c0060,} = {C_34.08.b,r0010,c0060,} + {C_34.08.b,r0020,c0060,} + {C_34.08.b,r0030,c0060,} + {C_34.08.b,r0040,c0060,} + {C_34.08.b,r0050,c0060,} + {C_34.08.b,r0060,c0060,} + {C_34.08.b,r0070,c0060,} + {C_34.08.b,r0080,c0060,}{C_34.08.b,r0090,c0180,} = {C_34.08.b,r0010,c0180,} + {C_34.08.b,r0020,c0180,} + {C_34.08.b,r0030,c0180,} + {C_34.08.b,r0040,c0180,} + {C_34.08.b,r0050,c0180,} + {C_34.08.b,r0060,c0180,} + {C_34.08.b,r0070,c0180,} + {C_34.08.b,r0080,c0180,}{C_34.08.b,r0090,c0160,} = {C_34.08.b,r0010,c0160,} + {C_34.08.b,r0020,c0160,} + {C_34.08.b,r0030,c0160,} + {C_34.08.b,r0040,c0160,} + {C_34.08.b,r0050,c0160,} + {C_34.08.b,r0060,c0160,} + {C_34.08.b,r0070,c0160,} + {C_34.08.b,r0080,c0160,}{C_34.08.b,r0090,c0140,} = {C_34.08.b,r0010,c0140,} + {C_34.08.b,r0020,c0140,} + {C_34.08.b,r0030,c0140,} + {C_34.08.b,r0040,c0140,} + {C_34.08.b,r0050,c0140,} + {C_34.08.b,r0060,c0140,} + {C_34.08.b,r0070,c0140,} + {C_34.08.b,r0080,c0140,}

And 3 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.