Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Long must equal the sum of its 18 parts (EBA rule v4841_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 19.00, market risk: standardised approach for specific risk in securitisations.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Long must equal these 18 added up:

  • [0-10%[
  • [10-12%[
  • [12-20%[
  • [20-40%[
  • [40-100%[
  • [100-150%[
  • [150-200%[
  • [200-225%[
  • [225-250%[
  • [250-300%[
  • [300-350%[
  • [350-425%[
  • [425-500%[
  • [500-650%[
  • [650-750%[
  • [750-850%[
  • [850-1250%[
  • 1250%

EBA checks it for four rows: total exposures, originator: total exposures, investor: total exposures and sponsor: total exposures. That makes four 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.

INVESTOR: TOTAL EXPOSURES, Long = INVESTOR: TOTAL EXPOSURES, [0-10%[ + INVESTOR: TOTAL EXPOSURES, [10-12%[ + INVESTOR: TOTAL EXPOSURES, [12-20%[ + INVESTOR: TOTAL EXPOSURES, [20-40%[ + INVESTOR: TOTAL EXPOSURES, [40-100%[ + INVESTOR: TOTAL EXPOSURES, [100-150%[ + INVESTOR: TOTAL EXPOSURES, [150-200%[ + INVESTOR: TOTAL EXPOSURES, [200-225%[ + INVESTOR: TOTAL EXPOSURES, [225-250%[ + INVESTOR: TOTAL EXPOSURES, [250-300%[ + INVESTOR: TOTAL EXPOSURES, [300-350%[ + INVESTOR: TOTAL EXPOSURES, [350-425%[ + INVESTOR: TOTAL EXPOSURES, [425-500%[ + INVESTOR: TOTAL EXPOSURES, [500-650%[ + INVESTOR: TOTAL EXPOSURES, [650-750%[ + INVESTOR: TOTAL EXPOSURES, [750-850%[ + INVESTOR: TOTAL EXPOSURES, [850-1250%[ + INVESTOR: TOTAL EXPOSURES, 1250%

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 19.00 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 specific risk in securitisations (C 19.00)

Rows

  • 0010TOTAL EXPOSURES
  • 0030ORIGINATOR: TOTAL EXPOSURES
  • 0060INVESTOR: TOTAL EXPOSURES
  • 0090SPONSOR: TOTAL EXPOSURES

Columns

  • 0050Long
  • 0061[0-10%[
  • 0062[10-12%[
  • 0063[12-20%[
  • 0064[20-40%[
  • 0065[40-100%[
  • 0066[100-150%[
  • 0071[150-200%[
  • 0072[200-225%[
  • 0073[225-250%[
  • 0074[250-300%[
  • 0075[300-350%[
  • 0076[350-425%[
  • 0077[425-500%[
  • 0078[500-650%[
  • 0079[650-750%[
  • 0081[750-850%[
  • 0082[850-1250%[
  • 00831250%
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_19.00,r0060,c0050,} = {C_19.00,r0060,c0061,} + {C_19.00,r0060,c0062,} + {C_19.00,r0060,c0063,} + {C_19.00,r0060,c0064,} + {C_19.00,r0060,c0065,} + {C_19.00,r0060,c0066,} + {C_19.00,r0060,c0071,} + {C_19.00,r0060,c0072,} + {C_19.00,r0060,c0073,} + {C_19.00,r0060,c0074,} + {C_19.00,r0060,c0075,} + {C_19.00,r0060,c0076,} + {C_19.00,r0060,c0077,} + {C_19.00,r0060,c0078,} + {C_19.00,r0060,c0079,} + {C_19.00,r0060,c0081,} + {C_19.00,r0060,c0082,} + {C_19.00,r0060,c0083,}

The next three:

{C_19.00,r0010,c0050,} = {C_19.00,r0010,c0061,} + {C_19.00,r0010,c0062,} + {C_19.00,r0010,c0063,} + {C_19.00,r0010,c0064,} + {C_19.00,r0010,c0065,} + {C_19.00,r0010,c0066,} + {C_19.00,r0010,c0071,} + {C_19.00,r0010,c0072,} + {C_19.00,r0010,c0073,} + {C_19.00,r0010,c0074,} + {C_19.00,r0010,c0075,} + {C_19.00,r0010,c0076,} + {C_19.00,r0010,c0077,} + {C_19.00,r0010,c0078,} + {C_19.00,r0010,c0079,} + {C_19.00,r0010,c0081,} + {C_19.00,r0010,c0082,} + {C_19.00,r0010,c0083,}{C_19.00,r0030,c0050,} = {C_19.00,r0030,c0061,} + {C_19.00,r0030,c0062,} + {C_19.00,r0030,c0063,} + {C_19.00,r0030,c0064,} + {C_19.00,r0030,c0065,} + {C_19.00,r0030,c0066,} + {C_19.00,r0030,c0071,} + {C_19.00,r0030,c0072,} + {C_19.00,r0030,c0073,} + {C_19.00,r0030,c0074,} + {C_19.00,r0030,c0075,} + {C_19.00,r0030,c0076,} + {C_19.00,r0030,c0077,} + {C_19.00,r0030,c0078,} + {C_19.00,r0030,c0079,} + {C_19.00,r0030,c0081,} + {C_19.00,r0030,c0082,} + {C_19.00,r0030,c0083,}{C_19.00,r0090,c0050,} = {C_19.00,r0090,c0061,} + {C_19.00,r0090,c0062,} + {C_19.00,r0090,c0063,} + {C_19.00,r0090,c0064,} + {C_19.00,r0090,c0065,} + {C_19.00,r0090,c0066,} + {C_19.00,r0090,c0071,} + {C_19.00,r0090,c0072,} + {C_19.00,r0090,c0073,} + {C_19.00,r0090,c0074,} + {C_19.00,r0090,c0075,} + {C_19.00,r0090,c0076,} + {C_19.00,r0090,c0077,} + {C_19.00,r0090,c0078,} + {C_19.00,r0090,c0079,} + {C_19.00,r0090,c0081,} + {C_19.00,r0090,c0082,} + {C_19.00,r0090,c0083,}

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.