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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Model risk AVA aggregated using method 2 cannot be more than model risk AVA (EBA rule v6361_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 32.03, prudent valuation, model risk AVA.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Model risk AVA aggregated using method 2 cannot be more than model risk AVA.

How the Line4 Check report words itShow

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

of which: aggregated using method 2 <= Model risk AVA

What to do if your filing fails it

  1. 01Open the template 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 32.03 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, model risk AVA (C 32.03)

Columns

  • 0050Model risk AVA
  • 0070of which: aggregated using method 2

A worked example

The first of its checks, with simple numbers.

Illustrative values
Model risk AVA aggregated using method 21,200
What the rule then expects

Model risk AVA 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_32.03,,c0070,} <= {C_32.03,,c0050,}

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.