Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

The absolute value of exposure value cannot be less than the absolute value of positions treated with the CR standardised approach plus the absolute value of positions treated with the CR IRB approach (C 34.02.a, EBA rule v903598_h)

A warning in the own funds and capital requirements return (COREP own funds), on template C 34.02.a, cCR exposures by approach (CCR 2).

Check your file against this ruleWhat to do if it fails

The rule in plain words

The absolute value of exposure value cannot be less than the absolute value of positions treated with the CR standardised approach plus the absolute value of positions treated with the CR IRB approach.

EBA checks it for three rows, all for (for derivatives): original exposure method, simplified SA-CCR and SA-CCR. And on two sheets: all CCR exposures and all CCR exposures excluding exposures to central counterparties (CCPs). That makes six 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.

the absolute value of SA-CCR (for derivatives), Exposure value, All CCR exposures >= the absolute value of SA-CCR (for derivatives), Positions treated with the CR standardised approach, All CCR exposures + the absolute value of SA-CCR (for derivatives), Positions treated with the CR IRB approach, All CCR exposures

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 34.02 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 by approach (CCR 2) (C 34.02.a)

Rows

  • 0010Original exposure method (for derivatives)
  • 0020Simplified SA-CCR (for derivatives)
  • 0030SA-CCR (for derivatives)

Columns

  • 0170Exposure value
  • 0180Positions treated with the CR standardised approach
  • 0190Positions treated with the CR IRB approach

Sheets

  • 0001All CCR exposures
  • 0002All CCR exposures excluding exposures to central counterparties (CCPs)
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_34.02.a,r0030,c0170,s0001}) >= abs({C_34.02.a,r0030,c0180,s0001}) + abs({C_34.02.a,r0030,c0190,s0001})

The next five:

abs({C_34.02.a,r0030,c0170,s0002}) >= abs({C_34.02.a,r0030,c0180,s0002}) + abs({C_34.02.a,r0030,c0190,s0002})abs({C_34.02.a,r0010,c0170,s0002}) >= abs({C_34.02.a,r0010,c0180,s0002}) + abs({C_34.02.a,r0010,c0190,s0002})abs({C_34.02.a,r0020,c0170,s0001}) >= abs({C_34.02.a,r0020,c0180,s0001}) + abs({C_34.02.a,r0020,c0190,s0001})abs({C_34.02.a,r0010,c0170,s0001}) >= abs({C_34.02.a,r0010,c0180,s0001}) + abs({C_34.02.a,r0010,c0190,s0001})abs({C_34.02.a,r0020,c0170,s0002}) >= abs({C_34.02.a,r0020,c0180,s0002}) + abs({C_34.02.a,r0020,c0190,s0002})

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.