Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Each of the four cells it checks in credit and counterparty credit risks and free deliveries must be left empty (C 08.01.b, EBA rule v8812_m)

A warning in the own funds and capital requirements return (COREP own funds), on template C 08.01.b, credit and counterparty credit risks and free deliveries: IRB approach to capital requirements - TOTAL - of which arising from counterparty credit risk and off balance sheet.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Each of the cells it checks in credit and counterparty credit risks and free deliveries must be left empty.

EBA checks it for two columns: off balance sheet items (0100) and off balance sheet items (0120). And for two rows: mandate-based approach and fall-back approach. That makes four 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.

Of which: off balance sheet items: Mandate-based approach 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 08.01 as reported.
  4. 04This 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

Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements - TOTAL - of which arising from counterparty credit risk and off balance sheet (C 08.01.b)

Rows

  • 0200Mandate-based approach
  • 0210Fall-back approach

Columns

  • 0100Of which: off balance sheet items
  • 0120Of which: off balance sheet items
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_08.01.b,r0200,c0120,})

The next three:

empty({C_08.01.b,r0210,c0120,})empty({C_08.01.b,r0200,c0100,})empty({C_08.01.b,r0210,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.