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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Gross loss must equal the sum of its nine parts (EBA rule v5842_h)

A warning in the own funds and capital requirements return (COREP own funds), on template C 17.02, operational risk: large loss events.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Gross loss must equal these nine added up:

  • Corporate items [CI]
  • Asset management [AM]
  • Agency services [AS]
  • Payment and settlement [PS]
  • Retail banking [RB]
  • Commercial banking [CB]
  • Retail brokerage [RBr]
  • Trading and sales [TS]
  • Corporate finance [CF]
How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Gross loss = Corporate Items [CI] + Asset Management [AM] + Agency Services [AS] + Payment and Settlement [PS] + Retail Banking [RB] + Commercial Banking [CB] + Retail Brokerage [RBr] + Trading and Sales [TS] + Corporate Finance [CF]

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  3. 03If they differ, a part is missing, a value sits in the wrong column, or the total is out of date.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 17.02 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

Operational risk: large loss events (C 17.02)

Columns

  • 0060Gross loss
  • 0080Corporate Finance [CF]
  • 0090Trading and Sales [TS]
  • 0100Retail Brokerage [RBr]
  • 0110Commercial Banking [CB]
  • 0120Retail Banking [RB]
  • 0130Payment and Settlement [PS]
  • 0140Agency Services [AS]
  • 0150Asset Management [AM]
  • 0160Corporate Items [CI]
Show the rule as writtenShow

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

{C_17.02,,c0060,} = {C_17.02,,c0160,} + {C_17.02,,c0150,} + {C_17.02,,c0140,} + {C_17.02,,c0130,} + {C_17.02,,c0120,} + {C_17.02,,c0110,} + {C_17.02,,c0100,} + {C_17.02,,c0090,} + {C_17.02,,c0080,}

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.