Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Risk weighted exposure amount after supporting factor must equal the sum of its three parts (C 09.02, EBA rule v4785_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 09.02, geographical breakdown of exposures by residence of the obligor (IRB exposures).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Risk weighted exposure amount after supporting factor must equal these three added up:

  • Risk weighted exposure amount pre supporting factor
  • (-) adjustment to risk-weighted exposure amount due to SME supporting factor
  • (-) adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

EBA checks it for 26 rows, from central governments or central banks (0010) to total exposures (0150). That makes 26 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.

Retail, RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTOR + Retail, (-) Adjustment to risk-weighted exposure amount due to SME supporting factor + Retail, (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor = Retail, RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTOR

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 09.02 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

Geographical breakdown of exposures by residence of the obligor (IRB exposures) (C 09.02)

Rows

  • 0010Central governments or central banks
  • 0020Institutions
  • 0030Corporates
  • 0050Of Which: SME
  • 0051Of Which: Large Corporates
  • 0052Specialised lending
  • 0053Of Which: Specialised Lending - Project Finance
  • 0054Of Which: Specialised Lending - Object Finance
  • 0055Of Which: Specialised Lending - Commodities Finance
  • 0056Of Which: Specialised Lending - IPRE
  • 0057Purchased receivables
  • 0058Other
  • 0060Retail
  • 0070Of which: Secured by immovable property
  • 0080Of which: SME
  • 0090Of which: Non-SME
  • 0095Secured by residential real estate
  • 0100Qualifying Revolving
  • 0105Purchased receivables
  • 0110Other Retail
  • 0120Of which: SME
  • 0130Of which Non-SME
  • 0132Collective investments undertakings (CIU)
  • 0133Look-through approach
  • 0134Mandate-based approach
  • 0150Total exposures

Columns

  • 0110RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTOR
  • 0121(-) Adjustment to risk-weighted exposure amount due to SME supporting factor
  • 0122(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor
  • 0125RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTOR

A worked example

The first of its checks, with simple numbers.

Illustrative values
Risk weighted exposure amount pre supporting factor1,200
(-) adjustment to risk-weighted exposure amount due to SME supporting factor800
(-) adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor450
Together2,450
What the rule then expects

Risk weighted exposure amount after supporting factor must then be 2,450.

2,450Passes
2,550Fails

A file that reports 2,450 passes. One that reports 2,550 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

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_09.02,r0060,c0110,} + {C_09.02,r0060,c0121,} + {C_09.02,r0060,c0122,} = {C_09.02,r0060,c0125,}

The next five:

{C_09.02,r0052,c0110,} + {C_09.02,r0052,c0121,} + {C_09.02,r0052,c0122,} = {C_09.02,r0052,c0125,}{C_09.02,r0105,c0110,} + {C_09.02,r0105,c0121,} + {C_09.02,r0105,c0122,} = {C_09.02,r0105,c0125,}{C_09.02,r0054,c0110,} + {C_09.02,r0054,c0121,} + {C_09.02,r0054,c0122,} = {C_09.02,r0054,c0125,}{C_09.02,r0120,c0110,} + {C_09.02,r0120,c0121,} + {C_09.02,r0120,c0122,} = {C_09.02,r0120,c0125,}{C_09.02,r0132,c0110,} + {C_09.02,r0132,c0121,} + {C_09.02,r0132,c0122,} = {C_09.02,r0132,c0125,}

And 20 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.