Line4

1 min readSwitched off by EBA on 17 March 2026EBA reporting framework 4.2Updated 10 November 2026

Exposure value arising from counterparty credit risk cannot be less than S-TREA arising from counterparty credit risk (EBA rule v23061_m)

A check in the own funds and capital requirements return (COREP own funds), on template C 10.00, credit and counterparty credit risks and free deliveries: IRB exposures subject to output floor.

EBA switched this rule off for filings submitted from 17 March 2026, in a quarterly update to its list of validation rules. It no longer applies, so a failure here does not count, and Line4 Check does not run it.

The rule in plain words

Exposure value arising from counterparty credit risk cannot be less than S-TREA arising from counterparty credit risk.

All the values are in the total exposures row (0010) of C 10.00.

EBA writes it out 40 times. These words are for the first; the others are the same rule on other cells.

The template it checks

Credit and counterparty credit risks and free deliveries: IRB exposures subject to output floor (C 10.00)

Row

  • 0010TOTAL EXPOSURES

Columns

  • 0050OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK
  • 0070OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK
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_10.00,r0010,c0050,} >= {C_10.00,r0010,c0070,}

And 39 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.