Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

EVE under worst scenario must equal the smallest of six values (EBA rule v22155_m)

A warning in the interest rate risk in the banking book return (IRRBB), on template J 01.00, evaluation of the IRRBB: EVE/NII SOT and MV changes.

Check your file against this ruleWhat to do if it fails

The rule in plain words

EVE under worst scenario must equal the smallest of six values.

All the values are in the amount column (0010) of J 01.00.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

EVE under worst scenario = the smallest of EVE under parallel shock up, EVE under parallel shock down, EVE under steepener shock, EVE under flattener shock, EVE under short rates shock up and EVE under short rates shock down

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  3. 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark J 01.00 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

Evaluation of the IRRBB: EVE/NII SOT and MV changes (J 01.00)

Rows

  • 0010EVE under worst scenario
  • 0040EVE under parallel shock up
  • 0050EVE under parallel shock down
  • 0060EVE under steepener shock
  • 0070EVE under flattener shock
  • 0080EVE under short rates shock up
  • 0090EVE under short rates shock down

Column

  • 0010Amount
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{J_01.00,r0010,c0010,} = min({J_01.00,r0040,c0010,},{J_01.00,r0050,c0010,},{J_01.00,r0060,c0010,},{J_01.00,r0070,c0010,},{J_01.00,r0080,c0010,},{J_01.00,r0090,c0010,})

Every IRRBB rule, by template

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