Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Category level pre-diversification assessed to have zero value under article 9(2) cannot be more than portfolios under articles 9 to 17, total category level post-diversification (row 0070, EBA rule v6345_m)

A warning in the own funds and capital requirements return (COREP own funds), on templates C 32.02.b, prudent valuation: core approach - AVAs assessed to have zero value and C 32.02.c, prudent valuation: core approach – other.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Category level pre-diversification assessed to have zero value under article 9(2) cannot be more than portfolios under articles 9 to 17 - total category level post-diversification.

All the values are in the fair-value assets column (0130).

How the Line4 Check report words itShow

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

C_32.02.B: Of which: assessed to have zero value under article 9(2), Fair-value assets <= C_32.02.C: Portfolios under articles 9 to 17 - total category level post-diversification, Fair-value assets

What to do if your filing fails it

  1. 01Open the templates below and find the cells the rule reads.
  2. 02Compare the values in your file. If the first is bigger than it may be, one of them is wrong: check both before you change either.
  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 32.02 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

Prudent valuation: core approach - AVAs assessed to have zero value (C 32.02.b)

Row

  • 0070Of which: assessed to have zero value under article 9(2)

Column

  • 0130Fair-value assets

Prudent valuation: core approach – other (C 32.02.c)

Row

  • 0030Portfolios under articles 9 to 17 - total category level post-diversification

Column

  • 0130Fair-value assets

A worked example

The first of its checks, with simple numbers.

Illustrative values
category level pre-diversification assessed to have zero value under article 9(2)1,200
What the rule then expects

Portfolios under articles 9 to 17 - total category level post-diversification must then be at least 1,200.

1,200Passes
1,100Fails

A file that reports 1,200 passes. One that reports 1,100 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. Cells are written as {template, row, column, sheet}.

{C_32.02.b,r0070,c0130,} <= {C_32.02.c,r0030,c0130,}

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.