Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total unsettled transactions in the non-trading book must equal the sum of its five parts (EBA rule v5823_h)

A warning in the own funds and capital requirements return (COREP own funds), on template C 11.00, settlement/Delivery risk.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total unsettled transactions in the non-trading book must equal these five added up:

  • Transactions unsettled for 46 days or more (Factor 100%)
  • Transactions unsettled between 5 and 15 days (Factor 8%)
  • Transactions unsettled between 31 and 45 days (Factor 75%)
  • Transactions unsettled between 16 and 30 days (Factor 50%)
  • Transactions unsettled up to 4 days (Factor 0%)

EBA checks it for three columns: unsettled transactions at settlement price, price difference exposure due to unsettled transactions and own funds requirements. That makes three 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.

Unsettled transactions at settlement price: Total unsettled transactions in the Non-trading Book = Transactions unsettled for 46 days or more (Factor 100%) + Transactions unsettled between 5 and 15 days (Factor 8%) + Transactions unsettled between 31 and 45 days (Factor 75%) + Transactions unsettled between 16 and 30 days (Factor 50%) + Transactions unsettled up to 4 days (Factor 0%)

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 11.00 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

Settlement/Delivery risk (C 11.00)

Rows

  • 0010Total unsettled transactions in the Non-trading Book
  • 0020Transactions unsettled up to 4 days (Factor 0%)
  • 0030Transactions unsettled between 5 and 15 days (Factor 8%)
  • 0040Transactions unsettled between 16 and 30 days (Factor 50%)
  • 0050Transactions unsettled between 31 and 45 days (Factor 75%)
  • 0060Transactions unsettled for 46 days or more (Factor 100%)

Columns

  • 0010Unsettled transactions at settlement price
  • 0020Price difference exposure due to unsettled transactions
  • 0030Own funds requirements

A worked example

The first of its checks, with simple numbers.

Illustrative values
Transactions unsettled for 46 days or more (Factor 100%)1,200
Transactions unsettled between 5 and 15 days (Factor 8%)800
Transactions unsettled between 31 and 45 days (Factor 75%)450
Transactions unsettled between 16 and 30 days (Factor 50%)300
Transactions unsettled up to 4 days (Factor 0%)150
Together2,900
What the rule then expects

Total unsettled transactions in the non-trading book must then be 2,900.

2,900Passes
3,000Fails

A file that reports 2,900 passes. One that reports 3,000 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_11.00,r0010,c0010,} = {C_11.00,r0060,c0010,} + {C_11.00,r0030,c0010,} + {C_11.00,r0050,c0010,} + {C_11.00,r0040,c0010,} + {C_11.00,r0020,c0010,}

The next two:

{C_11.00,r0010,c0020,} = {C_11.00,r0060,c0020,} + {C_11.00,r0030,c0020,} + {C_11.00,r0050,c0020,} + {C_11.00,r0040,c0020,} + {C_11.00,r0020,c0020,}{C_11.00,r0010,c0030,} = {C_11.00,r0060,c0030,} + {C_11.00,r0030,c0030,} + {C_11.00,r0050,c0030,} + {C_11.00,r0040,c0030,} + {C_11.00,r0020,c0030,}

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.