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2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

A calculation check on market risk: standardised approach for traded debt instruments (C 18.00, EBA rule v6019_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 18.00, market risk: standardised approach for traded debt instruments.

Check your file against this ruleWhat to do if it fails

The rule in plain words

These 22 added up must equal traded debt instruments in trading book, total risk exposure amount, total minus 12.5 times own funds requirement for securitisation instruments, own funds requirements, total plus own funds requirement for the correlation trading portfolio, own funds requirements, total:

  • Traded debt instruments in trading book, total risk exposure amount, yen
  • Traded debt instruments in trading book, total risk exposure amount, euro
  • Traded debt instruments in trading book, total risk exposure amount, turkish Lira
  • Traded debt instruments in trading book, total risk exposure amount, bulgarian Lev
  • Traded debt instruments in trading book, total risk exposure amount, denar
  • Traded debt instruments in trading book, total risk exposure amount, egyptian Pound
  • Traded debt instruments in trading book, total risk exposure amount, russian Ruble
  • Traded debt instruments in trading book, total risk exposure amount, lek
  • Traded debt instruments in trading book, total risk exposure amount, swedish Krona
  • Traded debt instruments in trading book, total risk exposure amount, iceland Krona
  • Traded debt instruments in trading book, total risk exposure amount, czech Koruna
  • Traded debt instruments in trading book, total risk exposure amount, pound Sterling
  • Traded debt instruments in trading book, total risk exposure amount, swiss Franc
  • Traded debt instruments in trading book, total risk exposure amount, romanian Leu
  • Traded debt instruments in trading book, total risk exposure amount, norwegian Krone
  • Traded debt instruments in trading book, total risk exposure amount, zloty
  • Traded debt instruments in trading book, total risk exposure amount, hryvnia
  • Traded debt instruments in trading book, total risk exposure amount, US Dollar
  • Traded debt instruments in trading book, total risk exposure amount, forint
  • Traded debt instruments in trading book, total risk exposure amount, danish Krone
  • Traded debt instruments in trading book, total risk exposure amount, serbian Dinar
  • Traded debt instruments in trading book, total risk exposure amount, other

The headline gives only the kind of check and the template, because the rule is too long to say in a headline. The plain words above say all of it.

How the Line4 Check report words itShow

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

TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Yen + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Euro + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Turkish Lira + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Bulgarian Lev + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Denar + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Egyptian Pound + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Russian Ruble + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Lek + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Swedish Krona + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Iceland Krona + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Czech Koruna + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Pound Sterling + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Swiss Franc + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Romanian Leu + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Norwegian Krone + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Zloty + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Hryvnia + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, US Dollar + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Forint + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Danish Krone + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Serbian Dinar + TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Other = TRADED DEBT INSTRUMENTS IN TRADING BOOK, Total risk exposure amount, Total - 12.5 × (Own funds requirement for securitisation instruments, Own funds requirements, Total + Own funds requirement for the correlation trading portfolio, Own funds requirements, Total)

What to do if your filing fails it

  1. 01Open the template 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 18.00 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

Market risk: standardised approach for traded debt instruments (C 18.00)

Rows

  • 0010TRADED DEBT INSTRUMENTS IN TRADING BOOK
  • 0325Own funds requirement for securitisation instruments
  • 0330Own funds requirement for the correlation trading portfolio

Columns

  • 0060Own funds requirements
  • 0070Total risk exposure amount

Sheets

  • 0001Total
  • 0002Euro
  • 0003Lek
  • 0004Bulgarian Lev
  • 0005Czech Koruna
  • 0006Danish Krone
  • 0007Pound Sterling
  • 0008Forint
  • 0009Yen
  • 0012Denar
  • 0013Zloty
  • 0014Romanian Leu
  • 0015Russian Ruble
  • 0016Serbian Dinar
  • 0017Swedish Krona
  • 0018Swiss Franc
  • 0019Turkish Lira
  • 0020Hryvnia
  • 0021US Dollar
  • 0022Iceland Krona
  • 0023Norwegian Krone
  • 0024Egyptian Pound
  • 0025Other
Show the rule as writtenShow

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

sum({C_18.00,r0010,c0070,s0009},{C_18.00,r0010,c0070,s0002},{C_18.00,r0010,c0070,s0019},{C_18.00,r0010,c0070,s0004},{C_18.00,r0010,c0070,s0012},{C_18.00,r0010,c0070,s0024},{C_18.00,r0010,c0070,s0015},{C_18.00,r0010,c0070,s0003},{C_18.00,r0010,c0070,s0017},{C_18.00,r0010,c0070,s0022},{C_18.00,r0010,c0070,s0005},{C_18.00,r0010,c0070,s0007},{C_18.00,r0010,c0070,s0018},{C_18.00,r0010,c0070,s0014},{C_18.00,r0010,c0070,s0023},{C_18.00,r0010,c0070,s0013},{C_18.00,r0010,c0070,s0020},{C_18.00,r0010,c0070,s0021},{C_18.00,r0010,c0070,s0008},{C_18.00,r0010,c0070,s0006},{C_18.00,r0010,c0070,s0016},{C_18.00,r0010,c0070,s0025}) = {C_18.00,r0010,c0070,s0001} - 12.5 * ({C_18.00,r0325,c0060,s0001} + {C_18.00,r0330,c0060,s0001})

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.