Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

The absolute value of total exposures cannot be less than a sum of 22 rows (EBA rule v7329_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 13.01, (CR sec) credit risk: securitisations.

Check your file against this ruleWhat to do if it fails

The rule in plain words

The absolute value of total exposures cannot be less than these 22 worked out:

  • The absolute value of CQS 1 (under breakdown of outstanding positions according to CQS at inception: short term)
  • The absolute value of CQS 2 (under breakdown of outstanding positions according to CQS at inception: short term)
  • The absolute value of CQS 3 (under breakdown of outstanding positions according to CQS at inception: short term)
  • The absolute value of all other CQS
  • The absolute value of CQS 1 (under breakdown of outstanding positions according to CQS at inception: long term)
  • The absolute value of CQS 2 (under breakdown of outstanding positions according to CQS at inception: long term)
  • The absolute value of CQS 3 (under breakdown of outstanding positions according to CQS at inception: long term)
  • The absolute value of CQS 4
  • The absolute value of CQS 5
  • The absolute value of CQS 6
  • The absolute value of CQS 7
  • The absolute value of CQS 8
  • The absolute value of CQS 9
  • The absolute value of CQS 10
  • The absolute value of CQS 11
  • The absolute value of CQS 12
  • The absolute value of CQS 13
  • The absolute value of CQS 14
  • The absolute value of CQS 15
  • The absolute value of CQS 16
  • The absolute value of CQS 17
  • The absolute value of all other CQS and unrated

EBA checks it for 50 columns, from exposure value (0180) to other (RW=1250%) (0850). That makes 50 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.

SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS: the absolute value of TOTAL EXPOSURES >= the absolute value of BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term, CQS 1 + the absolute value of BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term, CQS 2 + the absolute value of BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term, CQS 3 + the absolute value of ALL OTHER CQS + the absolute value of BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term, CQS 1 + the absolute value of BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term, CQS 2 + the absolute value of BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term, CQS 3 + the absolute value of CQS 4 + the absolute value of CQS 5 + the absolute value of CQS 6 + the absolute value of CQS 7 + the absolute value of CQS 8 + the absolute value of CQS 9 + the absolute value of CQS 10 + the absolute value of CQS 11 + the absolute value of CQS 12 + the absolute value of CQS 13 + the absolute value of CQS 14 + the absolute value of CQS 15 + the absolute value of CQS 16 + the absolute value of CQS 17 + the absolute value of ALL OTHER CQS AND UNRATED

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 smaller 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 13.01 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

(CR sec) credit risk: securitisations (C 13.01)

Rows

  • 0010TOTAL EXPOSURES
  • 0450CQS 1
  • 0460CQS 2
  • 0470CQS 3
  • 0480ALL OTHER CQS
  • 0500CQS 1
  • 0510CQS 2
  • 0520CQS 3
  • 0530CQS 4
  • 0540CQS 5
  • 0550CQS 6
  • 0560CQS 7
  • 0570CQS 8
  • 0580CQS 9
  • 0590CQS 10
  • 0600CQS 11
  • 0610CQS 12
  • 0620CQS 13
  • 0630CQS 14
  • 0640CQS 15
  • 0650CQS 16
  • 0660CQS 17
  • 0670ALL OTHER CQS AND UNRATED

Columns

  • 0180EXPOSURE VALUE
  • 0190(-) DEDUCTED FROM OWN FUNDS
  • 0200SUBJECT TO RISK WEIGHTS
  • 0210SEC-IRBA
  • 0280SEC-SA
  • 0350SEC-ERBA
  • 0360CQS 1
  • 0370CQS 2
  • 0380CQS 3
  • 0390ALL OTHER CQS
  • 0400CQS 1
  • 0410CQS 2
  • 0420CQS 3
  • 0430CQS 4
  • 0440CQS 5
  • 0450CQS 6
  • 0460CQS 7
  • 0470CQS 8
  • 0480CQS 9
  • 0490CQS 10
  • 0500CQS 11
  • 0510CQS 12
  • 0520CQS 13
  • 0530CQS 14
  • 0540CQS 15
  • 0550CQS 16
  • 0560CQS 17
  • 0570ALL OTHER CQS
  • 0580AUTO LOANS, AUTO LEASES AND EQUIPMENT LEASES
  • 0590SEC-ERBA OPTION
  • 0600POSITIONS SUBJECT TO ARTICLE 254(2), POINT (a) OF REGULATION (EU) NO 575/2013
  • 0610POSITIONS SUBJECT TO ARTICLE 254(2), POINT (b) OF REGULATION (EU) NO 575/2013
  • 0620POSITIONS SUBJECT TO ARTICLES 254 (4) OR 258 (2) OF REGULATION (EU) NO 575/2013
  • 0630FOLLOWING THE HIERARCHY OF APPROACHES
  • 0640INTERNAL ASSESSMENT APPROACH
  • 0695SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS
  • 0700OTHER (RW=1250%)
  • 0710RISK-WEIGHTED EXPOSURE AMOUNT
  • 0720SEC-IRBA
  • 0740SEC-SA

And 10 more.

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}.

abs({C_13.01,r0010,c0695,}) >= abs({C_13.01,r0450,c0695,}) + abs({C_13.01,r0460,c0695,}) + abs({C_13.01,r0470,c0695,}) + abs({C_13.01,r0480,c0695,}) + abs({C_13.01,r0500,c0695,}) + abs({C_13.01,r0510,c0695,}) + abs({C_13.01,r0520,c0695,}) + abs({C_13.01,r0530,c0695,}) + abs({C_13.01,r0540,c0695,}) + abs({C_13.01,r0550,c0695,}) + abs({C_13.01,r0560,c0695,}) + abs({C_13.01,r0570,c0695,}) + abs({C_13.01,r0580,c0695,}) + abs({C_13.01,r0590,c0695,}) + abs({C_13.01,r0600,c0695,}) + abs({C_13.01,r0610,c0695,}) + abs({C_13.01,r0620,c0695,}) + abs({C_13.01,r0630,c0695,}) + abs({C_13.01,r0640,c0695,}) + abs({C_13.01,r0650,c0695,}) + abs({C_13.01,r0660,c0695,}) + abs({C_13.01,r0670,c0695,})

The next five:

abs({C_13.01,r0010,c0850,}) >= abs({C_13.01,r0450,c0850,}) + abs({C_13.01,r0460,c0850,}) + abs({C_13.01,r0470,c0850,}) + abs({C_13.01,r0480,c0850,}) + abs({C_13.01,r0500,c0850,}) + abs({C_13.01,r0510,c0850,}) + abs({C_13.01,r0520,c0850,}) + abs({C_13.01,r0530,c0850,}) + abs({C_13.01,r0540,c0850,}) + abs({C_13.01,r0550,c0850,}) + abs({C_13.01,r0560,c0850,}) + abs({C_13.01,r0570,c0850,}) + abs({C_13.01,r0580,c0850,}) + abs({C_13.01,r0590,c0850,}) + abs({C_13.01,r0600,c0850,}) + abs({C_13.01,r0610,c0850,}) + abs({C_13.01,r0620,c0850,}) + abs({C_13.01,r0630,c0850,}) + abs({C_13.01,r0640,c0850,}) + abs({C_13.01,r0650,c0850,}) + abs({C_13.01,r0660,c0850,}) + abs({C_13.01,r0670,c0850,})abs({C_13.01,r0010,c0560,}) >= abs({C_13.01,r0450,c0560,}) + abs({C_13.01,r0460,c0560,}) + abs({C_13.01,r0470,c0560,}) + abs({C_13.01,r0480,c0560,}) + abs({C_13.01,r0500,c0560,}) + abs({C_13.01,r0510,c0560,}) + abs({C_13.01,r0520,c0560,}) + abs({C_13.01,r0530,c0560,}) + abs({C_13.01,r0540,c0560,}) + abs({C_13.01,r0550,c0560,}) + abs({C_13.01,r0560,c0560,}) + abs({C_13.01,r0570,c0560,}) + abs({C_13.01,r0580,c0560,}) + abs({C_13.01,r0590,c0560,}) + abs({C_13.01,r0600,c0560,}) + abs({C_13.01,r0610,c0560,}) + abs({C_13.01,r0620,c0560,}) + abs({C_13.01,r0630,c0560,}) + abs({C_13.01,r0640,c0560,}) + abs({C_13.01,r0650,c0560,}) + abs({C_13.01,r0660,c0560,}) + abs({C_13.01,r0670,c0560,})abs({C_13.01,r0010,c0720,}) >= abs({C_13.01,r0450,c0720,}) + abs({C_13.01,r0460,c0720,}) + abs({C_13.01,r0470,c0720,}) + abs({C_13.01,r0480,c0720,}) + abs({C_13.01,r0500,c0720,}) + abs({C_13.01,r0510,c0720,}) + abs({C_13.01,r0520,c0720,}) + abs({C_13.01,r0530,c0720,}) + abs({C_13.01,r0540,c0720,}) + abs({C_13.01,r0550,c0720,}) + abs({C_13.01,r0560,c0720,}) + abs({C_13.01,r0570,c0720,}) + abs({C_13.01,r0580,c0720,}) + abs({C_13.01,r0590,c0720,}) + abs({C_13.01,r0600,c0720,}) + abs({C_13.01,r0610,c0720,}) + abs({C_13.01,r0620,c0720,}) + abs({C_13.01,r0630,c0720,}) + abs({C_13.01,r0640,c0720,}) + abs({C_13.01,r0650,c0720,}) + abs({C_13.01,r0660,c0720,}) + abs({C_13.01,r0670,c0720,})abs({C_13.01,r0010,c0770,}) >= abs({C_13.01,r0450,c0770,}) + abs({C_13.01,r0460,c0770,}) + abs({C_13.01,r0470,c0770,}) + abs({C_13.01,r0480,c0770,}) + abs({C_13.01,r0500,c0770,}) + abs({C_13.01,r0510,c0770,}) + abs({C_13.01,r0520,c0770,}) + abs({C_13.01,r0530,c0770,}) + abs({C_13.01,r0540,c0770,}) + abs({C_13.01,r0550,c0770,}) + abs({C_13.01,r0560,c0770,}) + abs({C_13.01,r0570,c0770,}) + abs({C_13.01,r0580,c0770,}) + abs({C_13.01,r0590,c0770,}) + abs({C_13.01,r0600,c0770,}) + abs({C_13.01,r0610,c0770,}) + abs({C_13.01,r0620,c0770,}) + abs({C_13.01,r0630,c0770,}) + abs({C_13.01,r0640,c0770,}) + abs({C_13.01,r0650,c0770,}) + abs({C_13.01,r0660,c0770,}) + abs({C_13.01,r0670,c0770,})abs({C_13.01,r0010,c0590,}) >= abs({C_13.01,r0450,c0590,}) + abs({C_13.01,r0460,c0590,}) + abs({C_13.01,r0470,c0590,}) + abs({C_13.01,r0480,c0590,}) + abs({C_13.01,r0500,c0590,}) + abs({C_13.01,r0510,c0590,}) + abs({C_13.01,r0520,c0590,}) + abs({C_13.01,r0530,c0590,}) + abs({C_13.01,r0540,c0590,}) + abs({C_13.01,r0550,c0590,}) + abs({C_13.01,r0560,c0590,}) + abs({C_13.01,r0570,c0590,}) + abs({C_13.01,r0580,c0590,}) + abs({C_13.01,r0590,c0590,}) + abs({C_13.01,r0600,c0590,}) + abs({C_13.01,r0610,c0590,}) + abs({C_13.01,r0620,c0590,}) + abs({C_13.01,r0630,c0590,}) + abs({C_13.01,r0640,c0590,}) + abs({C_13.01,r0650,c0590,}) + abs({C_13.01,r0660,c0590,}) + abs({C_13.01,r0670,c0590,})

And 44 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.