Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Combined buffer requirements must equal a sum of five terms (C 06.02, EBA rule v6289_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 06.02, group Solvency.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Combined buffer requirements must equal these five worked out:

  • Capital conservation buffer
  • Institution specific countercyclical buffer
  • Conservation buffer due to macro-prudential or systemic risk identified at the level of a member state
  • Systemic risk buffer
  • The larger of global systemically important institution buffer and other systemically important institution buffer
How the Line4 Check report words itShow

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

COMBINED BUFFER REQUIREMENTS = CAPITAL CONSERVATION BUFFER + INSTITUTION SPECIFIC COUNTERCYCLICAL BUFFER + CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE + SYSTEMIC RISK BUFFER + the larger of GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER and OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER

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 06.02 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

Group Solvency (C 06.02)

Columns

  • 0410COMBINED BUFFER REQUIREMENTS
  • 0420CAPITAL CONSERVATION BUFFER
  • 0430INSTITUTION SPECIFIC COUNTERCYCLICAL BUFFER
  • 0440CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE
  • 0450SYSTEMIC RISK BUFFER
  • 0470GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER
  • 0480OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER
Show the rule as writtenShow

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

{C_06.02,,c0410,} = {C_06.02,,c0420,} + {C_06.02,,c0430,} + {C_06.02,,c0440,} + {C_06.02,,c0450,} + max({C_06.02,,c0470,},{C_06.02,,c0480,})

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.