Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total AVA must equal the sum of its seven parts (EBA rule v6357_m)

A warning in the own funds and capital requirements return (COREP own funds), on templates C 32.02.a, prudent valuation: core approach – pre and post diversification 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

Total AVA must equal these seven added up:

  • Market price uncertainty
  • Close-out costs
  • Model risk
  • Concentrated positions
  • Future admnistrative costs
  • Early termination
  • Operational risk

EBA checks it for five rows: interest rates, foreign exchange, credit, equities and commodities. That makes five 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.

C_32.02.A: Interest rates, Total AVA = C_32.02.A: Interest rates, Market price uncertainty + C_32.02.A: Interest rates, Close-out costs + C_32.02.A: Interest rates, Model risk + C_32.02.C: Interest rates, Concentrated positions + C_32.02.C: Interest rates, Future admnistrative costs + C_32.02.C: Interest rates, Early termination + C_32.02.C: Interest rates, Operational risk

What to do if your filing fails it

  1. 01Open the templates 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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 32.02 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

Prudent valuation: core approach – pre and post diversification (C 32.02.a)

Rows

  • 0090Interest rates
  • 0100Foreign exchange
  • 0110Credit
  • 0120Equities
  • 0130Commodities

Columns

  • 0010Market price uncertainty
  • 0030Close-out costs
  • 0050Model risk
  • 0110Total AVA

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

Rows

  • 0090Interest rates
  • 0100Foreign exchange
  • 0110Credit
  • 0120Equities
  • 0130Commodities

Columns

  • 0070Concentrated positions
  • 0080Future admnistrative costs
  • 0090Early termination
  • 0100Operational risk

A worked example

The first of its checks, with simple numbers.

Illustrative values
Interest rates, market price uncertainty1,200
Interest rates, close-out costs800
Interest rates, model risk450
Interest rates, concentrated positions300
Interest rates, future admnistrative costs150
Interest rates, early termination100
Interest rates, operational risk60
Together3,060
What the rule then expects

Interest rates, total AVA must then be 3,060.

3,060Passes
3,160Fails

A file that reports 3,060 passes. One that reports 3,160 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_32.02.a,r0090,c0110,} = {C_32.02.a,r0090,c0010,} + {C_32.02.a,r0090,c0030,} + {C_32.02.a,r0090,c0050,} + {C_32.02.c,r0090,c0070,} + {C_32.02.c,r0090,c0080,} + {C_32.02.c,r0090,c0090,} + {C_32.02.c,r0090,c0100,}

The next four:

{C_32.02.a,r0120,c0110,} = {C_32.02.a,r0120,c0010,} + {C_32.02.a,r0120,c0030,} + {C_32.02.a,r0120,c0050,} + {C_32.02.c,r0120,c0070,} + {C_32.02.c,r0120,c0080,} + {C_32.02.c,r0120,c0090,} + {C_32.02.c,r0120,c0100,}{C_32.02.a,r0100,c0110,} = {C_32.02.a,r0100,c0010,} + {C_32.02.a,r0100,c0030,} + {C_32.02.a,r0100,c0050,} + {C_32.02.c,r0100,c0070,} + {C_32.02.c,r0100,c0080,} + {C_32.02.c,r0100,c0090,} + {C_32.02.c,r0100,c0100,}{C_32.02.a,r0110,c0110,} = {C_32.02.a,r0110,c0010,} + {C_32.02.a,r0110,c0030,} + {C_32.02.a,r0110,c0050,} + {C_32.02.c,r0110,c0070,} + {C_32.02.c,r0110,c0080,} + {C_32.02.c,r0110,c0090,} + {C_32.02.c,r0110,c0100,}{C_32.02.a,r0130,c0110,} = {C_32.02.a,r0130,c0010,} + {C_32.02.a,r0130,c0030,} + {C_32.02.a,r0130,c0050,} + {C_32.02.c,r0130,c0070,} + {C_32.02.c,r0130,c0080,} + {C_32.02.c,r0130,c0090,} + {C_32.02.c,r0130,c0100,}

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.