The rules, by template
Each rule in plain words, its code in brackets. Open one for what to do if your filing fails it. A rule that reads more than one template is listed under the first. Rules are warnings unless marked blocking.
Nature of Report (COREP) (C 00.01)2 rules
- Reporting Level must be reported (e4428_e)
- Accounting framework must be reported (e4431_e)
NSFR - Required stable funding (I). Total (C 80.00.a)36 rules
- Required stable funding must equal a sum of four terms (v10016_m)
- RSF from central bank assets must equal the sum of its two parts (v10024_m)
- RSF from loans must equal the sum of its seven parts (v10025_m)
- Securities financing transactions with financial customers must equal the sum of its two parts (v10026_m)
- Other loans to non-financial customers other than central banks must equal the sum of its two parts (v10027_m)
- Loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less cannot be less than residential mortgages (v10028_m)
- Other loans to non-financial customers other than central banks cannot be less than residential mortgages (v10029_m)
- RSF from interdependent assets must equal the sum of its five parts (v10030_m)
- RSF from other assets must equal the sum of its four parts (v10032_m)
- Physically traded commodities must equal the sum of its two parts (v10033_m)
- RSF from OBS items must equal the sum of its five parts (v10034_m)
- Required stable funding must equal the sum of its nine parts (C 80.00.c, v11339_m)
- Required stable funding must equal the sum of its four parts (C 80.00.c, v11341_m)
- Required stable funding must equal the sum of its ten parts (C 80.00.c, v11343_m)
- RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks (v11345_m)
- RSF from other assets must equal the sum of its three parts (row 0970, v11347_m)
- RSF from other assets must equal non-performing assets plus other assets (v11349_m)
- RSF from other assets must equal the sum of its three parts (row 0970, v11351_m)
- RSF from central bank assets, amount must equal the sum of its four parts (C 84.00.a, v11389_m)
- RSF from liquid assets, amount must equal RSF from liquid assets, HQLA (C 84.00.a, v11393_m)
- RSF from securities other than liquid assets, amount must equal the sum of its three parts (C 84.00.a, v11397_m)
- RSF from loans: amount must equal ≥ 6 months to < 1 year plus < 6 months plus ≥ 1 year (v11401_m)
- RSF from interdependent assets, amount must equal the sum of its three parts (C 84.00.a, v11405_m)
- RSF from assets within a group or an IPS if subject to preferential treatment, amount must equal the sum of its three parts (C 84.00.a, v11409_m)
- RSF from contributions to CCP default fund, amount must equal the sum of its four parts (C 84.00.a, v11417_m)
- RSF from other assets, amount must equal the sum of its three parts (C 84.00.a, v11421_m)
- RSF from OBS items: amount must equal < 6 months plus ≥ 1 year plus ≥ 6 months to < 1 year (v11425_m)
- Required stable funding: < 6 months cannot be negative (v11531_s)
- RSF from central bank assets: ≥ 6 months to < 1 year cannot be negative (v11532_s)
- Collateralized by level 1 assets eligible for 0% LCR haircut: ≥ 1 year cannot be negative (v11533_s)
- RSF from interdependent assets: < 6 months cannot be negative (v11534_s)
- RSF from interdependent assets: ≥ 6 months to < 1 year cannot be negative (v11535_s)
- Loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less: ≥ 1 year cannot be negative (v11536_s)
- Required stable funding cannot be negative (v11537_s)
- Required stable funding: HQLA cannot be negative (v11538_s)
- Cash, reserves and HQLA exposures to central banks: HQLA cannot be negative (v11539_s)
NSFR - Required stable funding (II). Total (C 80.00.b)7 rules
- Required stable funding must equal a sum of four terms (v10017_m)
- RSF from derivatives must equal the sum of its three parts (v10031_m)
- RSF from derivatives must equal initial margin posted (v11353_m)
- RSF from derivatives, amount must equal the sum of its four parts (C 84.00.b, v11413_m)
- None of the twelve values it checks in NSFR: required stable funding (II), total can be negative (v11567_s)
- None of the eight values it checks in NSFR: required stable funding (II), total can be negative (v11568_s)
- Initial margin posted cannot be negative (v11569_s)
NSFR - Required stable funding (III). Total (C 80.00.c)2 rules
- Required stable funding, amount must equal the sum of its four parts (C 84.00.c, v11381_m)
- Required stable funding cannot be negative (v11589_s)
NSFR - Required stable funding (I). Significant currencies (C 80.00.w)36 rules
- Required stable funding must equal a sum of four terms (v10110_m)
- RSF from central bank assets must equal the sum of its two parts (v10119_m)
- RSF from loans must equal the sum of its seven parts (v10120_m)
- Securities financing transactions with financial customers must equal the sum of its two parts (v10121_m)
- Other loans to non-financial customers other than central banks must equal the sum of its two parts (v10122_m)
- Loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less cannot be less than residential mortgages (v10123_m)
- Other loans to non-financial customers other than central banks cannot be less than residential mortgages (v10124_m)
- RSF from interdependent assets must equal the sum of its five parts (v10125_m)
- RSF from other assets must equal the sum of its four parts (v10127_m)
- Physically traded commodities must equal the sum of its two parts (v10128_m)
- RSF from OBS items must equal the sum of its five parts (v10129_m)
- Required stable funding must equal the sum of its nine parts (C 80.00.x, v11340_m)
- Required stable funding must equal the sum of its four parts (C 80.00.x, v11342_m)
- Required stable funding must equal the sum of its ten parts (C 80.00.x, v11344_m)
- RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks (v11346_m)
- RSF from other assets must equal the sum of its three parts (row 0970, v11348_m)
- RSF from other assets must equal non-performing assets plus other assets (v11350_m)
- RSF from other assets must equal the sum of its three parts (row 0970, v11352_m)
- RSF from central bank assets, amount must equal the sum of its four parts (C 84.00.w, v11390_m)
- RSF from liquid assets, amount must equal RSF from liquid assets, HQLA (C 84.00.w, v11394_m)
- RSF from securities other than liquid assets, amount must equal the sum of its three parts (C 84.00.w, v11398_m)
- RSF from loans: amount must equal < 6 months plus ≥ 1 year plus ≥ 6 months to < 1 year (v11402_m)
- RSF from interdependent assets, amount must equal the sum of its three parts (C 84.00.w, v11406_m)
- RSF from assets within a group or an IPS if subject to preferential treatment, amount must equal the sum of its three parts (C 84.00.w, v11410_m)
- RSF from contributions to CCP default fund, amount must equal the sum of its four parts (C 84.00.w, v11418_m)
- RSF from other assets, amount must equal the sum of its three parts (C 84.00.w, v11422_m)
- RSF from OBS items: amount must equal < 6 months plus ≥ 6 months to < 1 year plus ≥ 1 year (v11426_m)
- Required stable funding: < 6 months cannot be negative (v11546_s)
- RSF from loans: ≥ 6 months to < 1 year cannot be negative (v11547_s)
- RSF from central bank assets: ≥ 1 year cannot be negative (v11548_s)
- RSF from other assets: < 6 months cannot be negative (v11549_s)
- Collateralized by level 1 assets eligible for 0% LCR haircut: ≥ 6 months to < 1 year cannot be negative (v11550_s)
- Required stable funding: ≥ 1 year cannot be negative (v11551_s)
- Required stable funding cannot be negative (v11552_s)
- Level 1 assets eligible for 12% LCR haircut: HQLA cannot be negative (v11553_s)
- Level 2B assets eligible for 50% LCR haircut: HQLA cannot be negative (v11554_s)
NSFR - Required stable funding (III). Significant currencies (C 80.00.x)2 rules
- Required stable funding, amount must equal the sum of its four parts (C 84.00.x, v11382_m)
- Required stable funding cannot be negative (v11597_s)
NSFR - Required stable funding (II). Significant currencies (C 80.00.y)7 rules
- Required stable funding must equal a sum of four terms (v10111_m)
- RSF from derivatives must equal the sum of its three parts (v10126_m)
- RSF from derivatives must equal initial margin posted (v11354_m)
- RSF from derivatives, amount must equal the sum of its four parts (C 84.00.y, v11414_m)
- None of the twelve values it checks in NSFR: required stable funding (II) can be negative (v11598_s)
- None of the eight values it checks in NSFR: required stable funding (II) can be negative (v11599_s)
- Initial margin posted cannot be negative (v11600_s)
NSFR - Available stable funding (I). Total (C 81.00.a)39 rules
- A calculation check on NSFR: available stable funding (I), total (v10018_m)
- ASF from capital items and instruments must equal the sum of its four parts (v10036_m)
- ASF from retail deposits must equal stable retail deposits plus other retail deposits (v10037_m)
- ASF from retail deposits cannot be less than retail bonds (v10038_m)
- Stable retail deposits cannot be less than with a material early withdrawable penalty (v10039_m)
- Other retail deposits cannot be less than with a material early withdrawable penalty (v10040_m)
- ASF from other non-financial customers (except central banks) must equal the sum of its six parts (v10041_m)
- ASF from other non-financial customers (except central banks) cannot be less than securities financing transactions (v10042_m)
- ASF from other non-financial customers (except central banks) cannot be less than operational deposits (v10043_m)
- ASF from financial customers and central banks must equal the sum of its three parts (v10044_m)
- ASF from financial customers and central banks cannot be less than sight deposits provided by network member to central institution (v10045_m)
- Liabilities provided by financial customers must equal the sum of its three parts (v10046_m)
- ASF from interdependent liabilities must equal the sum of its five parts (v10047_m)
- ASF from other liabilities must equal the sum of its four parts (v10048_m)
- Available stable funding must be zero (v10634_m)
- Amount: available stable funding must equal the sum of its nine parts (C 81.00.c, v11369_m)
- Available stable funding must equal the sum of its eight parts (C 81.00.c, v11371_m)
- ASF from capital items and instruments must equal the sum of its three parts (v11373_m)
- ASF from capital items and instruments, amount must equal the sum of its three parts (C 84.00.e, v11429_m)
- ASF from retail deposits, amount must equal the sum of its three parts (C 84.00.e, v11433_m)
- ASF from other non-financial customers (except central banks), amount must equal a calculation over six cells (C 84.00.e, v11437_m)
- A balancing check across NSFR: Summary.Total and NSFR: available stable funding (I), total (C 84.00.e, row 0150, v11441_m)
- ASF from operational deposits, amount must equal the sum of its six parts (C 84.00.e, v11443_m)
- ASF from operational deposits, available stable funding must equal the sum of its two parts (C 84.00.e, v11447_m)
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment, amount must equal the sum of its three parts (C 84.00.e, v11449_m)
- ASF from financial customers and central banks, amount must equal a calculation over six cells (C 84.00.e, v11453_m)
- A balancing check across NSFR: Summary.Total and NSFR: available stable funding (I), total (C 84.00.e, row 0180, v11457_m)
- ASF from liabilities provided where the counterparty cannot be determined, amount must equal the sum of its three parts (C 84.00.e, v11459_m)
- ASF from interdependent liabilities, amount must equal the sum of its three parts (C 84.00.e, v11463_m)
- ASF from other liabilities, amount must equal the sum of its four parts (C 84.00.d, v11467_m)
- ASF from other liabilities, available stable funding in C 84.00.d must equal the sum of its two parts (v11471_m)
- ASF from interdependent liabilities: < 6 months cannot be negative (v11617_s)
- Available stable funding: ≥ 6 months to < 1 year cannot be negative (v11618_s)
- ASF from other non-financial customers (except central banks): ≥ 1 year cannot be negative (v11619_s)
- ASF from financial customers and central banks: < 6 months cannot be negative (v11620_s)
- ASF from other non-financial customers (except central banks): ≥ 6 months to < 1 year cannot be negative (v11621_s)
- ASF from capital items and instruments: ≥ 1 year cannot be negative (v11622_s)
- Available stable funding cannot be negative (v11623_s)
- Available stable funding must equal the sum of its nine parts (C 81.00.c, v11668_m)
NSFR - Available stable funding (II). Total (C 81.00.b)2 rules
NSFR - Available stable funding (III). Total (C 81.00.c)2 rules
- Available stable funding, amount must equal the sum of its three parts (C 84.00.d, v11385_m)
- Available stable funding cannot be negative (v11614_s)
NSFR - Available stable funding (I). Significant currencies (C 81.00.w)39 rules
- A calculation check on NSFR: available stable funding (v10112_m)
- ASF from capital items and instruments must equal the sum of its four parts (v10131_m)
- ASF from retail deposits must equal stable retail deposits plus other retail deposits (v10132_m)
- ASF from retail deposits cannot be less than retail bonds (v10133_m)
- Stable retail deposits cannot be less than with a material early withdrawable penalty (v10134_m)
- Other retail deposits cannot be less than with a material early withdrawable penalty (v10135_m)
- ASF from other non-financial customers (except central banks) must equal the sum of its six parts (v10136_m)
- ASF from other non-financial customers (except central banks) cannot be less than securities financing transactions (v10137_m)
- ASF from other non-financial customers (except central banks) cannot be less than operational deposits (v10138_m)
- ASF from financial customers and central banks must equal the sum of its three parts (v10139_m)
- ASF from financial customers and central banks cannot be less than sight deposits provided by network member to central institution (v10140_m)
- Liabilities provided by financial customers must equal the sum of its three parts (v10141_m)
- ASF from interdependent liabilities must equal the sum of its five parts (v10142_m)
- ASF from other liabilities must equal the sum of its four parts (v10143_m)
- Available stable funding must be zero (v10636_m)
- Amount: available stable funding must equal the sum of its nine parts (C 81.00.x, v11370_m)
- Available stable funding must equal the sum of its eight parts (C 81.00.x, v11372_m)
- ASF from capital items and instruments must equal the sum of its three parts (v11374_m)
- ASF from capital items and instruments, amount must equal the sum of its three parts (C 84.00.v, v11430_m)
- ASF from retail deposits, amount must equal the sum of its three parts (C 84.00.v, v11434_m)
- ASF from other non-financial customers (except central banks), amount must equal a calculation over six cells (C 84.00.v, v11438_m)
- A balancing check across NSFR: Summary.Significant currencies and NSFR: available stable funding (C 84.00.v, row 0150, v11442_m)
- ASF from operational deposits, amount must equal the sum of its six parts (C 84.00.v, v11444_m)
- ASF from operational deposits, available stable funding must equal the sum of its two parts (C 84.00.v, v11448_m)
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment, amount must equal the sum of its three parts (C 84.00.v, v11450_m)
- ASF from financial customers and central banks, amount must equal a calculation over six cells (C 84.00.v, v11454_m)
- A balancing check across NSFR: Summary.Significant currencies and NSFR: available stable funding (C 84.00.v, row 0180, v11458_m)
- ASF from liabilities provided where the counterparty cannot be determined, amount must equal the sum of its three parts (C 84.00.v, v11460_m)
- ASF from interdependent liabilities, amount must equal the sum of its three parts (C 84.00.v, v11464_m)
- ASF from other liabilities, amount must equal the sum of its four parts (C 84.00.z, v11468_m)
- ASF from other liabilities, available stable funding in C 84.00.z must equal the sum of its two parts (v11472_m)
- Available stable funding: < 6 months cannot be negative (v11601_s)
- ASF from interdependent liabilities: ≥ 6 months to < 1 year cannot be negative (v11602_s)
- ASF from other non-financial customers (except central banks): ≥ 1 year cannot be negative (v11603_s)
- ASF from other non-financial customers (except central banks): < 6 months cannot be negative (v11604_s)
- ASF from retail deposits: ≥ 6 months to < 1 year cannot be negative (v11605_s)
- ASF from retail deposits: ≥ 1 year cannot be negative (v11606_s)
- Available stable funding cannot be negative (v11607_s)
- Available stable funding must equal the sum of its nine parts (C 81.00.x, v11669_m)
NSFR - Available stable funding (III). Significant currencies (C 81.00.x)2 rules
- Available stable funding, amount must equal the sum of its three parts (C 84.00.z, v11386_m)
- Available stable funding cannot be negative (v11562_s)
NSFR - Available stable funding (II). Significant currencies (C 81.00.y)2 rules
NSFR - Simplified required stable funding (I). Total (C 82.00.a)27 rules
- Required stable funding must equal < 1 year (column 0010) times < 1 year (column 0070) plus ≥ 1 year (column 0020) times ≥ 1 year (column 0080) plus HQLA (column 0030) times HQLA (column 0090) (v10019_m)
- RSF from central bank assets must equal the sum of its two parts (v10051_m)
- RSF from liquid assets must equal the sum of its four parts (v10052_m)
- Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts must equal the sum of its two parts (v10053_m)
- RSF from securities other than liquid assets must equal the sum of its two parts (v10054_m)
- RSF from loans must equal the sum of its three parts (v10055_m)
- Loans to non-financials must equal the sum of its two parts (v10056_m)
- Loans to financials must equal the sum of its two parts (v10057_m)
- RSF from OBS items must equal the sum of its five parts (v10058_m)
- Required stable funding must equal the sum of its ten parts (C 82.00.c, v11355_m)
- Required stable funding must equal the sum of its nine parts (C 82.00.c, v11357_m)
- Required stable funding must equal the sum of its four parts (C 82.00.c, v11359_m)
- RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks (v11363_m)
- RSF from central bank assets: amount must equal ≥ 1 year plus < 1 year plus HQLA (C 84.00.a, v11391_m)
- RSF from liquid assets, amount must equal RSF from liquid assets, HQLA (C 84.00.a, v11395_m)
- RSF from securities other than liquid assets: amount must equal ≥ 1 year plus < 1 year (v11399_m)
- RSF from loans, amount must equal RSF from loans, < 1 year plus RSF from loans, ≥ 1 year (v11403_m)
- RSF from interdependent assets: amount must equal < 1 year plus ≥ 1 year (C 84.00.a, v11407_m)
- RSF from assets within a group or an IPS if subject to preferential treatment: amount must equal < 1 year plus ≥ 1 year (v11411_m)
- RSF from contributions to CCP default fund, amount must equal the sum of its three parts (C 84.00.a, v11419_m)
- RSF from other assets: amount must equal < 1 year plus ≥ 1 year (v11423_m)
- RSF from OBS items: amount must equal ≥ 1 year plus < 1 year (C 84.00.a, v11427_m)
- None of the 48 values it checks in NSFR: simplified required stable funding (I) can be negative (v11541_s)
- None of the 36 values it checks in NSFR: simplified required stable funding (I) can be negative (v11542_s)
- Required stable funding cannot be negative (v11543_s)
- Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts: HQLA cannot be negative (v11544_s)
- Required stable funding: HQLA cannot be negative (v11545_s)
NSFR - Simplified required stable funding (II). Total (C 82.00.b)8 rules
- Required stable funding must equal < 1 year (column 0010) times < 1 year (column 0070) plus ≥ 1 year (column 0020) times ≥ 1 year (column 0080) plus HQLA (column 0030) times HQLA (column 0090) (v10020_m)
- RSF from derivatives must equal the sum of its three parts (v10050_m)
- RSF from derivatives must equal initial margin posted (v11361_m)
- RSF from derivatives, amount must equal the sum of its three parts (C 84.00.b, v11415_m)
- None of the eight values it checks in NSFR: simplified required stable funding (II) can be negative (v11610_s)
- ≥ 1 year cannot be negative (v11611_s)
- < 1 year cannot be negative (v11612_s)
- Initial margin posted cannot be negative (v11613_s)
NSFR - Simplified required stable funding (III). Total (C 82.00.c)2 rules
NSFR - Simplified required stable funding (I). Significant currencies (C 82.00.w)27 rules
- Required stable funding must equal < 1 year (column 0010) times < 1 year (column 0070) plus ≥ 1 year (column 0020) times ≥ 1 year (column 0080) plus HQLA (column 0030) times HQLA (column 0090) (v10113_m)
- RSF from central bank assets must equal the sum of its two parts (v10146_m)
- RSF from liquid assets must equal the sum of its four parts (v10147_m)
- Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts must equal the sum of its two parts (v10148_m)
- RSF from securities other than liquid assets must equal the sum of its two parts (v10149_m)
- RSF from loans must equal the sum of its three parts (v10150_m)
- Loans to non-financials must equal the sum of its two parts (v10151_m)
- Loans to financials must equal the sum of its two parts (v10152_m)
- RSF from OBS items must equal the sum of its five parts (v10153_m)
- Required stable funding must equal the sum of its ten parts (C 82.00.x, v11356_m)
- Required stable funding must equal the sum of its nine parts (C 82.00.x, v11358_m)
- Required stable funding must equal the sum of its four parts (C 82.00.x, v11360_m)
- RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks (v11364_m)
- RSF from central bank assets: amount must equal ≥ 1 year plus < 1 year plus HQLA (C 84.00.w, v11392_m)
- RSF from liquid assets, amount must equal RSF from liquid assets, HQLA (C 84.00.w, v11396_m)
- RSF from securities other than liquid assets: amount must equal < 1 year plus ≥ 1 year (v11400_m)
- RSF from loans, amount must equal RSF from loans, ≥ 1 year plus RSF from loans, < 1 year (v11404_m)
- RSF from interdependent assets: amount must equal < 1 year plus ≥ 1 year (C 84.00.w, v11408_m)
- RSF from assets within a group or an IPS if subject to preferential treatment: amount must equal ≥ 1 year plus < 1 year (v11412_m)
- RSF from contributions to CCP default fund, amount must equal the sum of its three parts (C 84.00.w, v11420_m)
- RSF from other assets: amount must equal ≥ 1 year plus < 1 year (v11424_m)
- RSF from OBS items: amount must equal ≥ 1 year plus < 1 year (C 84.00.w, v11428_m)
- None of the 48 values it checks in NSFR: simplified required stable funding (I) can be negative (v11590_s)
- None of the 36 values it checks in NSFR: simplified required stable funding (I) can be negative (v11591_s)
- Required stable funding cannot be negative (v11592_s)
- Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts: HQLA cannot be negative (v11593_s)
- Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts: HQLA cannot be negative (v11594_s)
NSFR - Simplified required stable funding (III). Significant currencies (C 82.00.x)2 rules
NSFR - Simplified required stable funding (II). Significant currencies (C 82.00.y)8 rules
- Required stable funding must equal < 1 year (column 0010) times < 1 year (column 0070) plus ≥ 1 year (column 0020) times ≥ 1 year (column 0080) plus HQLA (column 0030) times HQLA (column 0090) (v10114_m)
- RSF from derivatives must equal the sum of its three parts (v10145_m)
- RSF from derivatives must equal initial margin posted (v11362_m)
- RSF from derivatives, amount must equal the sum of its three parts (C 84.00.y, v11416_m)
- None of the eight values it checks in NSFR: simplified required stable funding (II) can be negative (v11557_s)
- ≥ 1 year cannot be negative (v11558_s)
- < 1 year cannot be negative (v11559_s)
- Initial margin posted cannot be negative (v11560_s)
NSFR - Simplified available stable funding (I). Total (C 83.00.a)17 rules
- Available stable funding must equal < 1 year, amount times < 1 year, applicable ASF factor plus ≥ 1 year, amount times ≥ 1 year, applicable ASF factor (v10021_m)
- ASF from retail deposits must equal stable retail deposits plus other retail deposits (v10060_m)
- Amount: available stable funding must equal the sum of its nine parts (C 83.00.c, v11375_m)
- Available stable funding must equal the sum of its eight parts (C 83.00.c, v11377_m)
- ASF from capital items and instruments: amount must equal ≥ 1 year plus < 1 year (v11431_m)
- ASF from retail deposits: amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11435_m)
- ASF from other non-financial customers (except central banks): amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11439_m)
- ASF from operational deposits: amount must equal < 1 year plus ≥ 1 year (v11445_m)
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment: amount must equal ≥ 1 year plus < 1 year (v11451_m)
- ASF from financial customers and central banks: amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11455_m)
- ASF from liabilities provided where the counterparty cannot be determined: amount must equal < 1 year plus ≥ 1 year (v11461_m)
- ASF from interdependent liabilities in C 84.00.e must equal ASF from interdependent liabilities in C 83.00.a (v11465_m)
- None of the 20 values it checks in NSFR: simplified available stable funding (I) can be negative (v11571_s)
- ASF from retail deposits: ≥ 1 year cannot be negative (v11572_s)
- < 1 year cannot be negative (v11573_s)
- Available stable funding: ≥ 1 year cannot be negative (v11574_s)
- Available stable funding must equal the sum of its nine parts (C 83.00.c, v11670_m)
NSFR - Simplified available stable funding (III). Total (C 83.00.b)2 rules
- ASF from other liabilities: amount must equal ≥ 1 year plus < 1 year (C 84.00.d, v11469_m)
- ASF from other liabilities cannot be negative (v11561_s)
NSFR - Simplified available stable funding (II). Total (C 83.00.c)2 rules
- Available stable funding: amount must equal ≥ 1 year plus < 1 year (C 84.00.d, v11387_m)
- Available stable funding cannot be negative (v11555_s)
NSFR - Simplified available stable funding. Significant currencies (C 83.00.w)17 rules
- Available stable funding must equal < 1 year, amount times < 1 year, applicable ASF factor plus ≥ 1 year, amount times ≥ 1 year, applicable ASF factor (v10115_m)
- ASF from retail deposits must equal stable retail deposits plus other retail deposits (v10155_m)
- Amount: available stable funding must equal the sum of its nine parts (C 83.00.x, v11376_m)
- Available stable funding must equal the sum of its eight parts (C 83.00.x, v11378_m)
- ASF from capital items and instruments: amount must equal < 1 year plus ≥ 1 year (v11432_m)
- ASF from retail deposits: amount must equal < 1 year plus ≥ 1 year (C 84.00.v, v11436_m)
- ASF from other non-financial customers (except central banks): amount must equal < 1 year plus ≥ 1 year (C 84.00.v, v11440_m)
- ASF from operational deposits: amount must equal ≥ 1 year plus < 1 year (v11446_m)
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment: amount must equal < 1 year plus ≥ 1 year (v11452_m)
- ASF from financial customers and central banks: amount must equal < 1 year plus ≥ 1 year (C 84.00.v, v11456_m)
- ASF from liabilities provided where the counterparty cannot be determined: amount must equal ≥ 1 year plus < 1 year (v11462_m)
- ASF from interdependent liabilities in C 84.00.v must equal ASF from interdependent liabilities in C 83.00.w (v11466_m)
- None of the 20 values it checks in NSFR: simplified available stable funding can be negative (v11575_s)
- ASF from retail deposits: ≥ 1 year cannot be negative (v11576_s)
- < 1 year cannot be negative (v11577_s)
- Available stable funding: ≥ 1 year cannot be negative (v11578_s)
- Available stable funding must equal the sum of its nine parts (C 83.00.x, v11671_m)
NSFR - Simplified available stable funding (II). Significant currencies (C 83.00.x)2 rules
- Available stable funding: amount must equal ≥ 1 year plus < 1 year (C 84.00.z, v11388_m)
- Available stable funding cannot be negative (v11584_s)
NSFR - Simplified available stable funding (III). Significant currencies (C 83.00.y)2 rules
- ASF from other liabilities: amount must equal ≥ 1 year plus < 1 year (C 84.00.z, v11470_m)
- ASF from other liabilities cannot be negative (v11580_s)
NSFR - Summary.Total (I) (C 84.00.a)5 rules
- Available stable funding, available stable funding must equal required stable funding, required stable funding times NSFR, ratio (C 84.00.d, v11365_m)
- Required stable funding must equal the sum of its ten parts (C 84.00.c, row 0010, v11367_m)
- None of the 18 values it checks in NSFR: Summary.Total (I) can be negative (v11582_s)
- NSFR, ratio cannot be negative (v11583_s)
- Required stable funding must equal the sum of its ten parts (C 84.00.c, row 0010, v11666_m)
NSFR - Summary.Total (II) (C 84.00.b)1 rule
- RSF from derivatives cannot be negative (v11586_s)
NSFR - Summary.Total (III) (C 84.00.c)1 rule
- Required stable funding cannot be negative (v89433_s)
NSFR - Summary.Total (IV) (C 84.00.d)3 rules
- Available stable funding must equal the sum of its nine parts (row 0120, v11379_m)
- None of the four values it checks in NSFR: Summary.Total (IV) can be negative (v11587_s)
- Available stable funding must equal the sum of its nine parts (row 0120, v11672_m)
NSFR - Summary.Total (V) (C 84.00.e)1 rule
NSFR - Summary.Significant currencies (V) (C 84.00.v)3 rules
- Available stable funding must equal the sum of its nine parts (C 84.00.z, row 0120, v11380_m)
- None of the 16 values it checks in NSFR: Summary.Significant currencies (V) can be negative (v11581_s)
- Available stable funding must equal the sum of its nine parts (C 84.00.z, row 0120, v11673_m)
NSFR - Summary.Significant currencies (I) (C 84.00.w)5 rules
- Available stable funding, available stable funding must equal required stable funding, required stable funding times NSFR, ratio (C 84.00.z, v11366_m)
- Required stable funding must equal the sum of its ten parts (C 84.00.x, row 0010, v11368_m)
- None of the 18 values it checks in NSFR: Summary.Significant currencies (I) can be negative (v11565_s)
- NSFR, ratio cannot be negative (v11566_s)
- Required stable funding must equal the sum of its ten parts (C 84.00.x, row 0010, v11667_m)
NSFR - Summary.Significant currencies (III) (C 84.00.x)1 rule
- Required stable funding cannot be negative (v11556_s)
NSFR - Summary.Significant currencies (II) (C 84.00.y)1 rule
- RSF from derivatives cannot be negative (v11608_s)
NSFR - Summary.Significant currencies (IV) (C 84.00.z)1 rule
Checks like this one, run at the point of submission, are the first step to real-time supervision. See every return on EBA validation rules in plain words.