Line4

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

SA exposure classes excluding securitisation positions, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch (EBA rule v23268_m)

A check in the own funds and capital requirements return (COREP own funds), on templates C 02.00.a, capital adequacy - risk exposure amounts and C 07.00.a, credit and counterparty credit risks and free deliveries: standardised approach to capital requirements.

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

SA exposure classes excluding securitisation positions, TREA must equal total exposures, risk weighted exposure amount after supporting factors and after FX-mismatch.

The template it checks

Capital adequacy - risk exposure amounts (C 02.00.a)

Row

  • 0060SA exposure classes excluding securitisation positions

Column

  • 0010TREA

Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)

Row

  • 0010TOTAL EXPOSURES

Column

  • 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Show the rule as writtenShow

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

{C_02.00.a,r0060,c0010,} = {C_07.00.a,r0010,c0220,}

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.