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1 min readEBA reporting framework 4.2Updated 10 November 2026

Risk weighted exposure amount after supporting factors and after FX-mismatch: claims on institutions and corporate with a short-term credit assessment must equal total exposures (EBA rule v5800_q)

A check in the own funds and capital requirements return (COREP own funds), on templates C 07.00.a, credit and counterparty credit risks and free deliveries: standardised approach to capital requirements and C 09.01.a, geographical breakdown of exposures by residence of the obligor (SA exposures).

Line4 Check does not run this rule yet: its EBA formula needs parts of the XBRL formula language the engine does not cover. Your authority’s own validation still runs it.

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The rule in plain words

For risk weighted exposure amount after supporting factors and after FX-mismatch: claims on institutions and corporate with a short-term credit assessment must equal total exposures.

The template it checks

Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00.a)

Row

  • 0010TOTAL EXPOSURES

Column

  • 0220RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH

Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01.a)

Row

  • 0130Claims on institutions and corporate with a short-term credit assessment

Column

  • 0090RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS AND AFTER FX-MISMATCH
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

sum({C_09.01.a,r0130,c0090,}) = sum({C_07.00.a,r0010,c0220,})

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.