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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

A lower-limit check on credit and counterparty credit risks and free deliveries (C 07.00.b, EBA rule v23369_h)

A warning in the own funds and capital requirements return (COREP own funds), on template C 07.00.b, credit and counterparty credit risks and free deliveries: standardised approach to capital requirements - of which: arising from counterparty credit risk.

Check your file against this ruleWhat to do if it fails

The rule in plain words

The absolute value of total exposures cannot be less than the absolute value of exposures under the permanent partial use of the standardised approach plus the absolute value of exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation.

All the values are in the exposure value arising from counterparty credit risk column (0210) of C 07.00.b.

The headline gives only the kind of check and the template, because the rule is too long to say in a headline. The plain words above say all of it.

How the Line4 Check report words itShow

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

Of which: Arising from Counterparty Credit Risk: the absolute value of TOTAL EXPOSURES >= the absolute value of of which: Exposures under the permanent partial use of the standardised approach + the absolute value of of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Compare the values in your file. If the first is smaller than it may be, one of them is wrong: check both before you change either.
  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 C 07.00 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

Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements - of which: arising from counterparty credit risk (C 07.00.b)

Rows

  • 0010TOTAL EXPOSURES
  • 0050of which: Exposures under the permanent partial use of the standardised approach
  • 0060of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation

Column

  • 0210Of which: Arising from Counterparty Credit Risk
Show the rule as writtenShow

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

abs({C_07.00.b,r0010,c0210,}) >= abs({C_07.00.b,r0050,c0210,}) + abs({C_07.00.b,r0060,c0210,})

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.