Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Zone 3 must equal the sum of its eight parts (EBA rule v903150_h)

A warning in the own funds and capital requirements return (COREP own funds), on template C 18.00, market risk: standardised approach for traded debt instruments.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Zone 3 must equal these eight added up:

  • > 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years
  • > 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years
  • > 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years
  • > 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years
  • > 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years
  • > 20 (> 10,6 <= 12,0 for coupon of less than 3%) years
  • > 20 (> 12,0 <= 20,0 for coupon of less than 3%) years
  • > 20 (> 20 for coupon of less than 3%) years

EBA checks it for two columns: long and short. And on 23 sheets, from total (0001) to other (0025). That makes 46 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.

Long: 1.3 Zone 3, Czech Koruna = > 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years, Czech Koruna + > 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years, Czech Koruna + > 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years, Czech Koruna + > 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years, Czech Koruna + > 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years, Czech Koruna + > 20 (> 10,6 <= 12,0 for coupon of less than 3%) years, Czech Koruna + > 20 (> 12,0 <= 20,0 for coupon of less than 3%) years, Czech Koruna + > 20 (> 20 for coupon of less than 3%) years, Czech Koruna

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 18.00 as reported.
  6. 06This 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

Market risk: standardised approach for traded debt instruments (C 18.00)

Rows

  • 01201.3 Zone 3
  • 0130> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years
  • 0140> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years
  • 0150> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years
  • 0160> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years
  • 0170> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years
  • 0180> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years
  • 0190> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years
  • 0200> 20 (> 20 for coupon of less than 3%) years

Columns

  • 0030Long
  • 0040Short

Sheets

  • 0001Total
  • 0002Euro
  • 0003Lek
  • 0004Bulgarian Lev
  • 0005Czech Koruna
  • 0006Danish Krone
  • 0007Pound Sterling
  • 0008Forint
  • 0009Yen
  • 0012Denar
  • 0013Zloty
  • 0014Romanian Leu
  • 0015Russian Ruble
  • 0016Serbian Dinar
  • 0017Swedish Krona
  • 0018Swiss Franc
  • 0019Turkish Lira
  • 0020Hryvnia
  • 0021US Dollar
  • 0022Iceland Krona
  • 0023Norwegian Krone
  • 0024Egyptian Pound
  • 0025Other
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_18.00,r0120,c0030,s0005} = {C_18.00,r0130,c0030,s0005} + {C_18.00,r0140,c0030,s0005} + {C_18.00,r0150,c0030,s0005} + {C_18.00,r0160,c0030,s0005} + {C_18.00,r0170,c0030,s0005} + {C_18.00,r0180,c0030,s0005} + {C_18.00,r0190,c0030,s0005} + {C_18.00,r0200,c0030,s0005}

The next five:

{C_18.00,r0120,c0030,s0006} = {C_18.00,r0130,c0030,s0006} + {C_18.00,r0140,c0030,s0006} + {C_18.00,r0150,c0030,s0006} + {C_18.00,r0160,c0030,s0006} + {C_18.00,r0170,c0030,s0006} + {C_18.00,r0180,c0030,s0006} + {C_18.00,r0190,c0030,s0006} + {C_18.00,r0200,c0030,s0006}{C_18.00,r0120,c0040,s0016} = {C_18.00,r0130,c0040,s0016} + {C_18.00,r0140,c0040,s0016} + {C_18.00,r0150,c0040,s0016} + {C_18.00,r0160,c0040,s0016} + {C_18.00,r0170,c0040,s0016} + {C_18.00,r0180,c0040,s0016} + {C_18.00,r0190,c0040,s0016} + {C_18.00,r0200,c0040,s0016}{C_18.00,r0120,c0040,s0025} = {C_18.00,r0130,c0040,s0025} + {C_18.00,r0140,c0040,s0025} + {C_18.00,r0150,c0040,s0025} + {C_18.00,r0160,c0040,s0025} + {C_18.00,r0170,c0040,s0025} + {C_18.00,r0180,c0040,s0025} + {C_18.00,r0190,c0040,s0025} + {C_18.00,r0200,c0040,s0025}{C_18.00,r0120,c0040,s0017} = {C_18.00,r0130,c0040,s0017} + {C_18.00,r0140,c0040,s0017} + {C_18.00,r0150,c0040,s0017} + {C_18.00,r0160,c0040,s0017} + {C_18.00,r0170,c0040,s0017} + {C_18.00,r0180,c0040,s0017} + {C_18.00,r0190,c0040,s0017} + {C_18.00,r0200,c0040,s0017}{C_18.00,r0120,c0040,s0014} = {C_18.00,r0130,c0040,s0014} + {C_18.00,r0140,c0040,s0014} + {C_18.00,r0150,c0040,s0014} + {C_18.00,r0160,c0040,s0014} + {C_18.00,r0170,c0040,s0014} + {C_18.00,r0180,c0040,s0014} + {C_18.00,r0190,c0040,s0014} + {C_18.00,r0200,c0040,s0014}

And 40 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.