Line4

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

Financial collateral: adjusted value (Cvam) cannot be more than of which: Volatility and maturity adjustments (EBA rule v23607_m)

A check 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.

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

(-) financial collateral: adjusted value (Cvam) cannot be more than (-) of which: Volatility and maturity adjustments.

All the values are in the SME row (0020) of C 07.00.a.

EBA writes it out seven 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: standardised approach to capital requirements (C 07.00.a)

Row

  • 0020of which: SME

Columns

  • 0130(-) Financial collateral: adjusted value (Cvam)
  • 0140(-) of which: Volatility and maturity adjustments
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_07.00.a,r0020,c0130,} <= {C_07.00.a,r0020,c0140,}

And 6 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.