Line4

1 min readSwitched off by EBA on 10 June 2026EBA reporting framework 4.2Updated 10 November 2026

Total return swaps, protection sold cannot be negative (EBA rule v10481_s)

A check in the own funds and capital requirements return (COREP own funds), on template C 34.09, credit derivatives exposures (CCR 9).

EBA switched this rule off for filings submitted from 10 June 2026, in a quarterly update to its list of validation rules. It no longer applies, so a failure here does not count, and Line4 Check does not run it.

The rule in plain words

Total return swaps, protection sold cannot be negative.

EBA writes it out 14 times. These words are for the first; the others are the same rule on other cells.

The template it checks

Credit derivatives exposures (CCR 9) (C 34.09)

Row

  • 0030Total return swaps

Column

  • 0040Protection sold
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_34.09,r0030,c0040,} >= 0

And 13 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.