Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total must equal the sum of its 24 parts (row 0090, EBA rule v23614_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 21.00, market risk: standardised approach for position risk in equities.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total must equal these 24 added up:

  • Albania
  • Bulgaria
  • Other
  • Czech Republic
  • Denmark
  • Hungary
  • Japan
  • Macedonia
  • Norway
  • Poland
  • Romania
  • Russian Federation
  • Serbia
  • Sweden
  • Switzerland
  • Turkey
  • Ukraine
  • United Kingdom
  • Usa
  • Croatia
  • Egypt
  • Iceland
  • Liechtenstein
  • Euro area

All the values are in the own funds requirements column (0060) of C 21.00.

EBA checks it for nine rows, from equities in trading book (0010) to scenario matrix approach (0130). That makes nine 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.

Own funds requirements: Additional requirements for options (non-delta risks), Total = Additional requirements for options (non-delta risks), Albania + Additional requirements for options (non-delta risks), Bulgaria + Additional requirements for options (non-delta risks), Other + Additional requirements for options (non-delta risks), Czech Republic + Additional requirements for options (non-delta risks), Denmark + Additional requirements for options (non-delta risks), Hungary + Additional requirements for options (non-delta risks), Japan + Additional requirements for options (non-delta risks), Macedonia + Additional requirements for options (non-delta risks), Norway + Additional requirements for options (non-delta risks), Poland + Additional requirements for options (non-delta risks), Romania + Additional requirements for options (non-delta risks), Russian Federation + Additional requirements for options (non-delta risks), Serbia + Additional requirements for options (non-delta risks), Sweden + Additional requirements for options (non-delta risks), Switzerland + Additional requirements for options (non-delta risks), Turkey + Additional requirements for options (non-delta risks), Ukraine + Additional requirements for options (non-delta risks), United Kingdom + Additional requirements for options (non-delta risks), USA + Additional requirements for options (non-delta risks), Croatia + Additional requirements for options (non-delta risks), Egypt + Additional requirements for options (non-delta risks), Iceland + Additional requirements for options (non-delta risks), Liechtenstein + Additional requirements for options (non-delta risks), Euro Area

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 21.00 as reported.
  6. 06This 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

Market risk: standardised approach for position risk in equities (C 21.00)

Rows

  • 0010EQUITIES IN TRADING BOOK
  • 0020General risk
  • 0050Specific risk
  • 0090Additional requirements for options (non-delta risks)
  • 0100Simplified method
  • 0110Delta plus approach - additional requirements for gamma risk
  • 0120Delta plus approach - additional requirements for vega risk
  • 0125Delta plus approach - non-continuous options and warrants
  • 0130Scenario matrix approach

Column

  • 0060Own funds requirements

Sheets

  • 0001Total
  • 0004Bulgaria
  • 0006Czech Republic
  • 0007Denmark
  • 0013Hungary
  • 0021Poland
  • 0023Romania
  • 0027Sweden
  • 0028United Kingdom
  • 0029Albania
  • 0030Japan
  • 0031Macedonia
  • 0032Russian Federation
  • 0033Serbia
  • 0034Switzerland
  • 0035Turkey
  • 0036Ukraine
  • 0037USA
  • 0038Norway
  • 0039Egypt
  • 0040Iceland
  • 0041Liechtenstein
  • 0042Other
  • 0043Croatia
  • 0044Euro Area
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_21.00,r0090,c0060,s0001} = {C_21.00,r0090,c0060,s0029} + {C_21.00,r0090,c0060,s0004} + {C_21.00,r0090,c0060,s0042} + {C_21.00,r0090,c0060,s0006} + {C_21.00,r0090,c0060,s0007} + {C_21.00,r0090,c0060,s0013} + {C_21.00,r0090,c0060,s0030} + {C_21.00,r0090,c0060,s0031} + {C_21.00,r0090,c0060,s0038} + {C_21.00,r0090,c0060,s0021} + {C_21.00,r0090,c0060,s0023} + {C_21.00,r0090,c0060,s0032} + {C_21.00,r0090,c0060,s0033} + {C_21.00,r0090,c0060,s0027} + {C_21.00,r0090,c0060,s0034} + {C_21.00,r0090,c0060,s0035} + {C_21.00,r0090,c0060,s0036} + {C_21.00,r0090,c0060,s0028} + {C_21.00,r0090,c0060,s0037} + {C_21.00,r0090,c0060,s0043} + {C_21.00,r0090,c0060,s0039} + {C_21.00,r0090,c0060,s0040} + {C_21.00,r0090,c0060,s0041} + {C_21.00,r0090,c0060,s0044}

The next five:

{C_21.00,r0125,c0060,s0001} = {C_21.00,r0125,c0060,s0029} + {C_21.00,r0125,c0060,s0004} + {C_21.00,r0125,c0060,s0042} + {C_21.00,r0125,c0060,s0006} + {C_21.00,r0125,c0060,s0007} + {C_21.00,r0125,c0060,s0013} + {C_21.00,r0125,c0060,s0030} + {C_21.00,r0125,c0060,s0031} + {C_21.00,r0125,c0060,s0038} + {C_21.00,r0125,c0060,s0021} + {C_21.00,r0125,c0060,s0023} + {C_21.00,r0125,c0060,s0032} + {C_21.00,r0125,c0060,s0033} + {C_21.00,r0125,c0060,s0027} + {C_21.00,r0125,c0060,s0034} + {C_21.00,r0125,c0060,s0035} + {C_21.00,r0125,c0060,s0036} + {C_21.00,r0125,c0060,s0028} + {C_21.00,r0125,c0060,s0037} + {C_21.00,r0125,c0060,s0043} + {C_21.00,r0125,c0060,s0039} + {C_21.00,r0125,c0060,s0040} + {C_21.00,r0125,c0060,s0041} + {C_21.00,r0125,c0060,s0044}{C_21.00,r0020,c0060,s0001} = {C_21.00,r0020,c0060,s0029} + {C_21.00,r0020,c0060,s0004} + {C_21.00,r0020,c0060,s0042} + {C_21.00,r0020,c0060,s0006} + {C_21.00,r0020,c0060,s0007} + {C_21.00,r0020,c0060,s0013} + {C_21.00,r0020,c0060,s0030} + {C_21.00,r0020,c0060,s0031} + {C_21.00,r0020,c0060,s0038} + {C_21.00,r0020,c0060,s0021} + {C_21.00,r0020,c0060,s0023} + {C_21.00,r0020,c0060,s0032} + {C_21.00,r0020,c0060,s0033} + {C_21.00,r0020,c0060,s0027} + {C_21.00,r0020,c0060,s0034} + {C_21.00,r0020,c0060,s0035} + {C_21.00,r0020,c0060,s0036} + {C_21.00,r0020,c0060,s0028} + {C_21.00,r0020,c0060,s0037} + {C_21.00,r0020,c0060,s0043} + {C_21.00,r0020,c0060,s0039} + {C_21.00,r0020,c0060,s0040} + {C_21.00,r0020,c0060,s0041} + {C_21.00,r0020,c0060,s0044}{C_21.00,r0120,c0060,s0001} = {C_21.00,r0120,c0060,s0029} + {C_21.00,r0120,c0060,s0004} + {C_21.00,r0120,c0060,s0042} + {C_21.00,r0120,c0060,s0006} + {C_21.00,r0120,c0060,s0007} + {C_21.00,r0120,c0060,s0013} + {C_21.00,r0120,c0060,s0030} + {C_21.00,r0120,c0060,s0031} + {C_21.00,r0120,c0060,s0038} + {C_21.00,r0120,c0060,s0021} + {C_21.00,r0120,c0060,s0023} + {C_21.00,r0120,c0060,s0032} + {C_21.00,r0120,c0060,s0033} + {C_21.00,r0120,c0060,s0027} + {C_21.00,r0120,c0060,s0034} + {C_21.00,r0120,c0060,s0035} + {C_21.00,r0120,c0060,s0036} + {C_21.00,r0120,c0060,s0028} + {C_21.00,r0120,c0060,s0037} + {C_21.00,r0120,c0060,s0043} + {C_21.00,r0120,c0060,s0039} + {C_21.00,r0120,c0060,s0040} + {C_21.00,r0120,c0060,s0041} + {C_21.00,r0120,c0060,s0044}{C_21.00,r0100,c0060,s0001} = {C_21.00,r0100,c0060,s0029} + {C_21.00,r0100,c0060,s0004} + {C_21.00,r0100,c0060,s0042} + {C_21.00,r0100,c0060,s0006} + {C_21.00,r0100,c0060,s0007} + {C_21.00,r0100,c0060,s0013} + {C_21.00,r0100,c0060,s0030} + {C_21.00,r0100,c0060,s0031} + {C_21.00,r0100,c0060,s0038} + {C_21.00,r0100,c0060,s0021} + {C_21.00,r0100,c0060,s0023} + {C_21.00,r0100,c0060,s0032} + {C_21.00,r0100,c0060,s0033} + {C_21.00,r0100,c0060,s0027} + {C_21.00,r0100,c0060,s0034} + {C_21.00,r0100,c0060,s0035} + {C_21.00,r0100,c0060,s0036} + {C_21.00,r0100,c0060,s0028} + {C_21.00,r0100,c0060,s0037} + {C_21.00,r0100,c0060,s0043} + {C_21.00,r0100,c0060,s0039} + {C_21.00,r0100,c0060,s0040} + {C_21.00,r0100,c0060,s0041} + {C_21.00,r0100,c0060,s0044}{C_21.00,r0010,c0060,s0001} = {C_21.00,r0010,c0060,s0029} + {C_21.00,r0010,c0060,s0004} + {C_21.00,r0010,c0060,s0042} + {C_21.00,r0010,c0060,s0006} + {C_21.00,r0010,c0060,s0007} + {C_21.00,r0010,c0060,s0013} + {C_21.00,r0010,c0060,s0030} + {C_21.00,r0010,c0060,s0031} + {C_21.00,r0010,c0060,s0038} + {C_21.00,r0010,c0060,s0021} + {C_21.00,r0010,c0060,s0023} + {C_21.00,r0010,c0060,s0032} + {C_21.00,r0010,c0060,s0033} + {C_21.00,r0010,c0060,s0027} + {C_21.00,r0010,c0060,s0034} + {C_21.00,r0010,c0060,s0035} + {C_21.00,r0010,c0060,s0036} + {C_21.00,r0010,c0060,s0028} + {C_21.00,r0010,c0060,s0037} + {C_21.00,r0010,c0060,s0043} + {C_21.00,r0010,c0060,s0039} + {C_21.00,r0010,c0060,s0040} + {C_21.00,r0010,c0060,s0041} + {C_21.00,r0010,c0060,s0044}

And 3 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.