Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total exposures must equal the sum of its seven parts (C 33.00.b, EBA rule v10718_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 33.00.b, general governments exposures by country of the counterparty and regulatory approach (Gov).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total exposures must equal these seven added up:

  • [ 0 - 3m [
  • [ 3m - 1y [
  • [ 1y - 2y [
  • [ 2y - 3y [
  • [ 3y - 5y [
  • [ 5y - 10y [
  • [ 10Y - more

EBA checks it for two columns: derivatives with positive fair value - carrying amount and derivatives with negative fair value - carrying amount. That makes two 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.

Derivatives with negative fair value - Carrying amount: Total exposures = [ 0 - 3M [ + [ 3M - 1Y [ + [ 1Y - 2Y [ + [ 2Y - 3Y [ + [ 3Y - 5Y [ + [ 5Y - 10Y [ + [ 10Y - more

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 33.00 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

General governments exposures by country of the counterparty and regulatory approach (Gov) (C 33.00.b)

Rows

  • 0010Total exposures
  • 0170[ 0 - 3M [
  • 0180[ 3M - 1Y [
  • 0190[ 1Y - 2Y [
  • 0200[ 2Y - 3Y [
  • 0210[ 3Y - 5Y [
  • 0220[ 5Y - 10Y [
  • 0230[ 10Y - more

Columns

  • 0270Derivatives with positive fair value - Carrying amount
  • 0280Derivatives with negative fair value - Carrying amount

A worked example

The first of its checks, with simple numbers.

Illustrative values
[ 0 - 3m [1,200
[ 3m - 1y [800
[ 1y - 2y [450
[ 2y - 3y [300
[ 3y - 5y [150
[ 5y - 10y [100
[ 10Y - more60
Together3,060
What the rule then expects

Total exposures must then be 3,060.

3,060Passes
3,160Fails

A file that reports 3,060 passes. One that reports 3,160 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, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_33.00.b,r0010,c0280,} = {C_33.00.b,r0170,c0280,} + {C_33.00.b,r0180,c0280,} + {C_33.00.b,r0190,c0280,} + {C_33.00.b,r0200,c0280,} + {C_33.00.b,r0210,c0280,} + {C_33.00.b,r0220,c0280,} + {C_33.00.b,r0230,c0280,}

The next one:

{C_33.00.b,r0010,c0270,} = {C_33.00.b,r0170,c0270,} + {C_33.00.b,r0180,c0270,} + {C_33.00.b,r0190,c0270,} + {C_33.00.b,r0200,c0270,} + {C_33.00.b,r0210,c0270,} + {C_33.00.b,r0220,c0270,} + {C_33.00.b,r0230,c0270,}

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