Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

An upper-limit check on banking book: Indicators of potential climate change transition risk (D 02.00.a, row 0050, EBA rule v89301_m)

A warning in the environmental, social and governance risks return (ESG), on template D 02.00.a, banking book - Indicators of potential climate change transition risk: loans collateralised by immovable property - energy efficiency of the collateral (I).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Take these four added up, all for level of energy efficiency (EP score in kWh/m² of collateral) estimated:

  • > 400; <= 500 (under total EU area)
  • > 500 (under total EU area)
  • > 400; <= 500 (under total non-EU area)
  • > 500 (under total non-EU area)

The result cannot be more than these four added up:

  • Total EU area, > 400; <= 500
  • Total EU area, > 500
  • Total non-EU area, > 400; <= 500
  • Total non-EU area, > 500

The headline gives only the kind of check and the template, because some of its cells have no name of their own in EBA’s template.

How the Line4 Check report words itShow

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

Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 400; <= 500 + Total EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 500 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 400; <= 500 + Total non-EU area, of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated, > 500 <= Total EU area, > 400; <= 500 + Total EU area, > 500 + Total non-EU area, > 400; <= 500 + Total non-EU area, > 500

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 D 02.00 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

Banking book - Indicators of potential climate change transition risk: loans collateralised by immovable property - energy efficiency of the collateral (I) (D 02.00.a)

Rows

  • 0010Total EU area
  • 0050Of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated
  • 0060Total non-EU area
  • 0100Of which Level of energy efficiency (EP score in kWh/m² of collateral) estimated

Columns

  • 0060> 400; <= 500
  • 0070> 500
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{D_02.00.a,r0050,c0060,} + {D_02.00.a,r0050,c0070,} + {D_02.00.a,r0100,c0060,} + {D_02.00.a,r0100,c0070,} <= {D_02.00.a,r0010,c0060,} + {D_02.00.a,r0010,c0070,} + {D_02.00.a,r0060,c0060,} + {D_02.00.a,r0060,c0070,}

Every ESG rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.