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2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

A calculation check across group Solvency: total and group Solvency (C 06.01, C 06.02, EBA rule v4810_m)

A warning in the own funds and capital requirements return (COREP own funds), on templates C 06.01, group Solvency - total and C 06.02, group Solvency.

Check your file against this ruleWhat to do if it fails

The rule in plain words

EBA checks it for 23 columns, from total risk exposure amount (0250) to other systemically important institution buffer (0480). That makes 23 checks. A failure names the one that failed.

The headline gives only the kind of check and the template, because some of its cells have no name of their own in EBA’s template.

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.

C_06.01: Total, OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER = C_06.02: OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER (all sheets added up)

What to do if your filing fails it

  1. 01Open the templates below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  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 06.01 and C 06.02 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

Group Solvency - total (C 06.01)

Row

  • 0010Total

Columns

  • 0250Total risk exposure amount
  • 0260Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • 0270Market risks
  • 0280Operational risk
  • 0290Other risk exposure amounts
  • 0300Qualifying own funds included in consolidated own funds
  • 0310Qualifying tier 1 instruments included in consolidated tier 1 capital
  • 0320Minority interests included in consolidated common equity tier 1 capital
  • 0330Qualifying tier 1 instruments included in consolidated additional tier 1 capital
  • 0340Qualifying own funds instruments included in consolidated tier 2 capital
  • 0350MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL
  • 0360CONSOLIDATED OWN FUNDS
  • 0370OF WHICH: COMMON EQUITY TIER 1
  • 0380OF WHICH: ADDITIONAL TIER 1
  • 0390OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT
  • 0400OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL
  • 0410COMBINED BUFFER REQUIREMENTS
  • 0420CAPITAL CONSERVATION BUFFER
  • 0430INSTITUTION SPECIFIC COUNTERCYCLICAL BUFFER
  • 0440CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE
  • 0450SYSTEMIC RISK BUFFER
  • 0470GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER
  • 0480OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER

Group Solvency (C 06.02)

Columns

  • 0250Total risk exposure amount
  • 0260Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • 0270Market risks
  • 0280Operational risk
  • 0290Other risk exposure amounts
  • 0300Qualifying own funds included in consolidated own funds
  • 0310Qualifying tier 1 instruments included in consolidated tier 1 capital
  • 0320Minority interests included in consolidated common equity tier 1 capital
  • 0330Qualifying tier 1 instruments included in consolidated additional tier 1 capital
  • 0340Qualifying own funds instruments included in consolidated tier 2 capital
  • 0350MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL
  • 0360CONSOLIDATED OWN FUNDS
  • 0370OF WHICH: COMMON EQUITY TIER 1
  • 0380OF WHICH: ADDITIONAL TIER 1
  • 0390OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT
  • 0400OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL
  • 0410COMBINED BUFFER REQUIREMENTS
  • 0420CAPITAL CONSERVATION BUFFER
  • 0430INSTITUTION SPECIFIC COUNTERCYCLICAL BUFFER
  • 0440CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE
  • 0450SYSTEMIC RISK BUFFER
  • 0470GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER
  • 0480OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER
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_06.01,r0010,c0480,} = sum({C_06.02,,c0480,})

The next five:

{C_06.01,r0010,c0270,} = sum({C_06.02,,c0270,}){C_06.01,r0010,c0360,} = sum({C_06.02,,c0360,}){C_06.01,r0010,c0430,} = sum({C_06.02,,c0430,}){C_06.01,r0010,c0290,} = sum({C_06.02,,c0290,}){C_06.01,r0010,c0300,} = sum({C_06.02,,c0300,})

And 17 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.