Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the seven values it checks in top twenty counterparties (CCR 6) can be negative (C 34.06, EBA rule v10488_s)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.06, top twenty counterparties (CCR 6).

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in top twenty counterparties (CCR 6) can be negative.

EBA checks it for seven columns: number of transactions, notional amounts, current market value (CMV), positive, current market value (CMV), negative, exposure value post-CRM, exposure value and risk weighted exposure amounts. That makes seven 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.

Exposure value: Exposure value >= 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 34.06 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

Top twenty counterparties (CCR 6) (C 34.06)

Columns

  • 0070Number of transactions
  • 0080Notional amounts
  • 0090Current market value (CMV), positive
  • 0100Current market value (CMV), negative
  • 0110Exposure value post-CRM
  • 0120Exposure value
  • 0130Risk weighted exposure amounts

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Exposure value 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_34.06,,c0120,} >= 0

The next five:

{C_34.06,,c0070,} >= 0{C_34.06,,c0090,} >= 0{C_34.06,,c0080,} >= 0{C_34.06,,c0130,} >= 0{C_34.06,,c0100,} >= 0

And 1 more, the same formula for the other cells it covers.

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