Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Mandate-based approach must be left empty (EBA rule v23019_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 07.00.a, credit and counterparty credit risks and free deliveries: standardised approach to capital requirements.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Mandate-based approach must be left empty.

EBA checks it for 27 columns, from original exposure pre conversion factors (0010) to with a credit assessment by a nominated ECAI (0230). That makes 27 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.

Of which: with a credit assessment by a nominated ECAI: Mandate-based approach 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 07.00 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 and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)

Row

  • 0282Mandate-based approach

Columns

  • 0010Original exposure pre conversion factors
  • 0030(-) Value adjustments and provision associated with the original exposure
  • 0040Exposure net of value adjustments and provisions
  • 0050(-) Guarantees
  • 0060(-) Credit derivatives
  • 0070(-) Financial collateral: simple method
  • 0080(-) Other funded credit protection
  • 0090(-) Total Outflows
  • 0100Total Inflows (+)
  • 0110Net exposure after CRM substitution effects pre conversion factors
  • 0120Volatility adjustment to the exposure
  • 0130(-) Financial collateral: adjusted value (Cvam)
  • 0140(-) of which: Volatility and maturity adjustments
  • 0150Fully adjusted exposure value (E*)
  • 01600%
  • 016510%
  • 017020%
  • 017540%
  • 018050%
  • 0190100%
  • 0195Transitional arrangements for UCCs
  • 0200Exposure value
  • 0215RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS AND PRE FX-MISMATCH
  • 0216(-) Adjustment to risk-weighted exposure amount due to SME supporting factor
  • 0217(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor
  • 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
  • 0230Of which: with a credit assessment by a nominated ECAI
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_07.00.a,r0282,c0230,})

The next five:

empty({C_07.00.a,r0282,c0160,})empty({C_07.00.a,r0282,c0100,})empty({C_07.00.a,r0282,c0190,})empty({C_07.00.a,r0282,c0165,})empty({C_07.00.a,r0282,c0060,})

And 21 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.