Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

The absolute value of total cannot be less than the absolute value of SWWR positions (EBA rule v90086_h)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.05, cCR exposures treated with the internal model method (IMM) (CCR 5).

Check your file against this ruleWhat to do if it fails

The rule in plain words

The absolute value of total cannot be less than the absolute value of SWWR positions.

EBA checks it for 17 columns, from number of transactions (0010) to exposure value (0170). That makes 17 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.

Exposure value: the absolute value of Total >= the absolute value of Of which: SWWR positions

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 34.05 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

CCR exposures treated with the internal model method (IMM) (CCR 5) (C 34.05)

Rows

  • 0010Total
  • 0020Of which: SWWR positions

Columns

  • 0010Number of transactions
  • 0020Notional amounts
  • 0030Current market value (CMV), positive
  • 0040Current market value (CMV), negative
  • 0050Current exposure
  • 0060EEPE
  • 0070Stressed EEPE
  • 0080Exposure value
  • 0090Number of transactions
  • 0100Notional amounts
  • 0110Current market value (CMV), positive
  • 0120Current market value (CMV), negative
  • 0130Current exposure
  • 0140EEPE
  • 0150Stressed EEPE
  • 0160Exposure value
  • 0170Exposure value
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_34.05,r0010,c0170,}) >= abs({C_34.05,r0020,c0170,})

The next five:

abs({C_34.05,r0010,c0100,}) >= abs({C_34.05,r0020,c0100,})abs({C_34.05,r0010,c0120,}) >= abs({C_34.05,r0020,c0120,})abs({C_34.05,r0010,c0150,}) >= abs({C_34.05,r0020,c0150,})abs({C_34.05,r0010,c0110,}) >= abs({C_34.05,r0020,c0110,})abs({C_34.05,r0010,c0090,}) >= abs({C_34.05,r0020,c0090,})

And 11 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.