Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Exposure weighted average PD must be left empty (EBA rule v11886_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 08.03, credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (CR IRB 3).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Exposure weighted average PD (%) must be left empty.

EBA checks it for 17 rows, from to <0.15 (0010) to 100 (default) (0170). That makes 17 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 weighted average PD (%): 0.15 to <0.25 is empty

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Remove the value from this cell. A 0 is a value too, so leave the cell out of the file altogether.
  3. 03It runs only when your filing indicators mark C 08.03 as reported.
  4. 04This 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

Credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (CR IRB 3) (C 08.03)

Rows

  • 00100.00 to <0.15
  • 00200.00 to <0.10
  • 00300.10 to <0.15
  • 00400.15 to <0.25
  • 00500.25 to <0.50
  • 00600.50 to <0.75
  • 00700.75 to <2.5
  • 00800.75 to <1.75
  • 00901.75 to <2.5
  • 01002.5 to <10
  • 01102.5 to <5
  • 01205 to <10
  • 013010 to <100
  • 014010 to <20
  • 015020 to <30
  • 016030 to <100
  • 0170100 (Default)

Column

  • 0050Exposure weighted average PD (%)
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}.

empty({C_08.03,r0040,c0050,})

The next five:

empty({C_08.03,r0090,c0050,})empty({C_08.03,r0140,c0050,})empty({C_08.03,r0130,c0050,})empty({C_08.03,r0060,c0050,})empty({C_08.03,r0120,c0050,})

And 11 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.