Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 198 values it checks in CCR exposures treated with standardised approaches can be negative (C 34.03, EBA rule v90215_s)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.03, cCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3).

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in CCR exposures treated with standardised approaches can be negative.

EBA checks it for three columns: number of transactions, notional amounts and current market value (CMV), positive. And for 33 rows, from mapped to 2 risk categories (0020) to other risks (0340). And on two sheets: SA-CCR and simplified SA-CCR. That makes 198 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.

Number of transactions: Of which: mapped exclusively to credit risk category, SA-CCR >= 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 34.03 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 standardised approaches: SA-CCR or simplified SA-CCR (CCR 3) (C 34.03)

Rows

  • 0020Of which: mapped to 2 risk categories
  • 0030Of which: mapped to 3 risk categories
  • 0040Of which: mapped to more than 3 risk categories
  • 0050Interest rate risk
  • 0060Of which: mapped exclusively to interest rate risk category
  • 0070Of which: largest currency
  • 0080Of which: 2nd largest currency
  • 0090Of which: 3rd largest currency
  • 0100Of which: 4th largest currency
  • 0110Of which: 5th largest currency
  • 0120Foreign exchange risk
  • 0130Of which: mapped exclusively to foreign exchange risk category
  • 0140Of which: largest currency pair
  • 0150Of which: 2nd largest currency pair
  • 0160Of which: 3rd largest currency pair
  • 0170Of which: 4th largest currency pair
  • 0180Of which: 5th largest currency pair
  • 0190Credit risk
  • 0200Of which: mapped exclusively to credit risk category
  • 0210Single-name transactions
  • 0220Multi-names transactions
  • 0230Equity risk
  • 0240Of which: mapped exclusively to equity risk category
  • 0250Single-name transactions
  • 0260Multi-names transactions
  • 0270Commodity risk
  • 0280Of which: mapped exclusively to commodity risk category
  • 0290Energy
  • 0300Metals
  • 0310Agricultural goods
  • 0320Climatic conditions
  • 0330Other commodities
  • 0340Other risks

Columns

  • 0030Number of transactions
  • 0040Notional amounts
  • 0050Current market value (CMV), positive

Sheets

  • 0001SA-CCR
  • 0002Simplified SA-CCR

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Credit risk mapped exclusively to credit risk category, number of transactions must then be at least 0.

0Passes
-100Fails

A file that reports 0 passes. One that reports -100 fails, by 100.

The numbers are illustrative.

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}.

{C_34.03,r0200,c0030,s0001} >= 0

The next five:

{C_34.03,r0140,c0030,s0002} >= 0{C_34.03,r0200,c0030,s0002} >= 0{C_34.03,r0200,c0040,s0001} >= 0{C_34.03,r0030,c0030,s0002} >= 0{C_34.03,r0100,c0030,s0001} >= 0

And 192 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.