Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the eleven values it checks in operational risk: large loss events can be negative (C 17.02, EBA rule v11564_s)

A warning in the own funds and capital requirements return (COREP own funds), on template C 17.02, operational risk: large loss events.

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in operational risk: large loss events can be negative.

EBA checks it for eleven columns, from gross loss (0060) to corporate items [CI] (0160). That makes eleven 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.

Payment and Settlement [PS]: Payment and Settlement [PS] >= 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 17.02 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

Operational risk: large loss events (C 17.02)

Columns

  • 0060Gross loss
  • 0070Gross loss net of direct recoveries
  • 0080Corporate Finance [CF]
  • 0090Trading and Sales [TS]
  • 0100Retail Brokerage [RBr]
  • 0110Commercial Banking [CB]
  • 0120Retail Banking [RB]
  • 0130Payment and Settlement [PS]
  • 0140Agency Services [AS]
  • 0150Asset Management [AM]
  • 0160Corporate Items [CI]

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Payment and settlement [PS] 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_17.02,,c0130,} >= 0

The next five:

{C_17.02,,c0160,} >= 0{C_17.02,,c0100,} >= 0{C_17.02,,c0110,} >= 0{C_17.02,,c0090,} >= 0{C_17.02,,c0150,} >= 0

And 5 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.