Line4

1 min readBlockingEBA reporting framework 4.2Updated 10 November 2026

Own funds requirement for the correlation trading portfolio, own funds requirements must be left empty (EBA rule v7322_n)

A blocking check 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

Own funds requirement for the correlation trading portfolio, own funds requirements must be left empty.

EBA checks it on 22 sheets, from euro (0002) to other (0025). That makes 22 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.

Own funds requirements: Own funds requirement for the correlation trading portfolio, Forint is empty

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Remove the value from this cell. A 0 is a value too, so leave the cell out of the file altogether.
  3. 03It runs only when your filing indicators mark C 18.00 as reported.
  4. 04This is a blocking check. A filing that fails it is normally rejected, so fix it before you submit.

The cells it reads

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

Row

  • 0330Own funds requirement for the correlation trading portfolio

Column

  • 0060Own funds requirements

Sheets

  • 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, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

empty({C_18.00,r0330,c0060,s0008})

The next five:

empty({C_18.00,r0330,c0060,s0019})empty({C_18.00,r0330,c0060,s0012})empty({C_18.00,r0330,c0060,s0017})empty({C_18.00,r0330,c0060,s0023})empty({C_18.00,r0330,c0060,s0021})

And 16 more, the same formula for the other cells it covers.

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.