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.
Evaluation of the IRRBB: EVE/NII SOT and MV changes (J 01.00)2 rules
Breakdown of sensitivity estimates (J 02.00)11 rules
- Total assets must equal the sum of its six parts (v22157_m)
- Total liabilities must equal the sum of its ten parts (v22158_m)
- Net derivatives must equal derivatives hedging assets minus derivatives hedging liabilities plus other derivatives (net asset or liability) (v22159_m)
- Net interest rate position without derivatives must equal a calculation over six rows (v22160_m)
- Net interest rate position with derivatives must equal a calculation over five rows (v22161_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22162_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22163_m)
- Derivatives hedging assets must equal hedging debt securities plus hedging other assets (v22164_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22165_m)
- Derivatives hedging liabilities must equal the sum of its two parts (v22166_m)
- Net interest income: the absolute value of total liabilities must equal a sum of ten rows (v903577_m)
Breakdown of sensitivity estimates (simplified for 'other' institutions) (J 03.00)9 rules
- Total assets must equal the sum of its six parts (v22167_m)
- Total liabilities must equal the sum of its ten parts (v22168_m)
- Net derivatives must equal derivatives hedging assets minus derivatives hedging liabilities plus other derivatives (net asset or liability) (v22169_m)
- Net interest rate position without derivatives must equal a calculation over six rows (v22170_m)
- Net interest rate position with derivatives must equal a calculation over five rows (v22171_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22172_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22173_m)
- Derivatives hedging assets must equal hedging debt securities plus hedging other assets (v22174_m)
- Derivatives hedging liabilities must equal the sum of its two parts (v22175_m)
Breakdown of sensitivity estimates (simplified for SNCIS) (J 04.00)4 rules
Repricing cash flows (I) (J 05.00.a)17 rules
- Loans and advances cannot be less than non-performing loans and advances (v22274_m)
- Retail cannot be less than retail secured by residential real estate (v22275_m)
- Debt securities issued cannot be less than AT1 or T2 (v22276_m)
- NMD: retail transactional cannot be less than core component (v22277_m)
- NMD: retail transactional cannot be less than NMD: retail transactional exempted from the 5Y cap (v22278_m)
- NMDs: retail non-transactional cannot be less than core component (v22279_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from the 5Y cap (v22280_m)
- NMDs: wholesale non-financial cannot be less than core component (v22281_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from the 5Y cap (v22282_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22283_m)
- Total assets must equal the sum of its six parts (v22299_m)
- Total liabilities must equal the sum of its ten parts (v22300_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22301_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22302_m)
- Derivatives hedging assets must equal hedging debt securities plus hedging other assets (v22303_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22304_m)
- Derivatives hedging liabilities must equal the sum of its two parts (v22305_m)
Repricing cash flows (II) (J 05.00.b)22 rules
- Notional amount cannot be negative (v16325_s)
- None of the 74 values it checks in repricing cash flows (II) can be negative (v16326_s)
- % subject to behavioural modelling cannot be negative (v16327_s)
- Weighted average maturity (contractual) cannot be negative (v16328_s)
- Total assets must equal the sum of its six parts (v22178_m)
- Total liabilities must equal the sum of its ten parts (v22179_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22180_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22181_m)
- Derivatives hedging assets must equal hedging debt securities plus hedging other assets (v22182_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22183_m)
- Derivatives hedging liabilities must equal the sum of its two parts (v22184_m)
- Loans and advances cannot be less than non-performing loans and advances (v22220_m)
- Retail cannot be less than retail secured by residential real estate (v22221_m)
- Debt securities issued cannot be less than AT1 or T2 (v22222_m)
- NMD: retail transactional cannot be less than core component (v22223_m)
- NMD: retail transactional cannot be less than NMD: retail transactional exempted from the 5Y cap (v22224_m)
- NMDs: retail non-transactional cannot be less than core component (v22225_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from the 5Y cap (v22226_m)
- NMDs: wholesale non-financial cannot be less than core component (v22227_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from the 5Y cap (v22228_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22229_m)
- Loans and advances must equal retail plus wholesale non-financial plus wholesale financial (v22358_m)
Repricing cash flows (simplified for 'other' institutions) (I) (J 06.00.a)15 rules
- Debt securities issued cannot be less than AT1 or T2 (v22284_m)
- NMD: retail transactional cannot be less than core component (v22285_m)
- NMD: retail transactional cannot be less than NMD: retail transactional exempted from the 5Y cap (v22286_m)
- NMDs: retail non-transactional cannot be less than core component (v22287_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from the 5Y cap (v22288_m)
- NMDs: wholesale non-financial cannot be less than core component (v22289_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from the 5Y cap (v22290_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22291_m)
- Total assets must equal the sum of its six parts (v22306_m)
- Total liabilities must equal the sum of its ten parts (v22307_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22308_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22309_m)
- Derivatives hedging assets must equal hedging debt securities plus hedging other assets (v22310_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22311_m)
- Derivatives hedging liabilities must equal the sum of its two parts (v22312_m)
Repricing cash flows (simplified for 'other' institutions) (II) (J 06.00.b)19 rules
- Notional amount cannot be negative (v16341_s)
- None of the 64 values it checks in repricing cash flows (simplified for 'other' institutions) (II) can be negative (v16342_s)
- % subject to behavioural modelling cannot be negative (v16343_s)
- Weighted average maturity (contractual) cannot be negative (v16344_s)
- Total assets must equal the sum of its six parts (v22185_m)
- Total liabilities must equal the sum of its ten parts (v22186_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22187_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22188_m)
- Derivatives hedging assets must equal hedging debt securities plus hedging other assets (v22189_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22190_m)
- Derivatives hedging liabilities must equal the sum of its two parts (v22191_m)
- Debt securities issued cannot be less than AT1 or T2 (v22230_m)
- NMD: retail transactional cannot be less than core component (v22231_m)
- NMD: retail transactional cannot be less than NMD: retail transactional exempted from the 5Y cap (v22232_m)
- NMDs: retail non-transactional cannot be less than core component (v22233_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from the 5Y cap (v22234_m)
- NMDs: wholesale non-financial cannot be less than core component (v22235_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from the 5Y cap (v22236_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22237_m)
Repricing cash flows (simplified for SNCIS) (I) (J 07.00.a)12 rules
- NMD: retail transactional cannot be less than core component (v22292_m)
- NMD: retail transactional cannot be less than NMD: retail transactional exempted from the 5Y cap (v22293_m)
- NMDs: retail non-transactional cannot be less than core component (v22294_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from the 5Y cap (v22295_m)
- NMDs: wholesale non-financial cannot be less than core component (v22296_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from the 5Y cap (v22297_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22298_m)
- Total assets must equal the sum of its six parts (v22313_m)
- Total liabilities must equal the sum of its ten parts (v22314_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22315_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22316_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22317_m)
Repricing cash flows (simplified for SNCIS) (II) (J 07.00.b)16 rules
- Notional amount cannot be negative (v16333_s)
- None of the 62 values it checks in repricing cash flows (simplified for SNCIS) (II) can be negative (v16334_s)
- % subject to behavioural modelling cannot be negative (v16335_s)
- Weighted average maturity (contractual) cannot be negative (v16336_s)
- Total assets must equal the sum of its six parts (v22192_m)
- Total liabilities must equal the sum of its ten parts (v22193_m)
- Total assets with MV impact must equal debt securities plus derivatives plus other (v22194_m)
- Total liabilities with MV impact must equal the sum of its three parts (v22195_m)
- Term deposits must equal retail plus wholesale non-financial plus wholesale financial (v22196_m)
- NMD: retail transactional cannot be less than core component (v22238_m)
- NMD: retail transactional cannot be less than NMD: retail transactional exempted from the 5Y cap (v22239_m)
- NMDs: retail non-transactional cannot be less than core component (v22240_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from the 5Y cap (v22241_m)
- NMDs: wholesale non-financial cannot be less than core component (v22242_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from the 5Y cap (v22243_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22244_m)
Relevant parameters (I) (J 08.00.a)11 rules
- None of the 44 values it checks in relevant parameters (I) can be negative (v16323_s)
- NMDs: retail transactional cannot be less than core component (v22245_m)
- NMDs: retail transactional cannot be less than NMDs: retail transactional exempted from 5Y cap (v22246_m)
- NMDs: retail non-transactional cannot be less than core component (v22247_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from 5Y cap (v22248_m)
- NMDs: wholesale non-financial cannot be less than core component (v22249_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from 5Y cap (v22250_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22251_m)
- Loans and advances cannot be less than non-performing loans and advances (v22252_m)
- Retail cannot be less than retail secured by residential real estate (v22253_m)
- Loans and advances must equal retail plus wholesale non-financial plus wholesale financial (v22334_m)
Relevant parameters (II) (J 08.00.b)2 rules
Relevant parameters (simplified for SNCIS and 'other' institutions) (I) (J 09.00.a)9 rules
- Notional amount cannot be negative (v16347_s)
- Subject to behavioural modelling cannot be negative (v16348_s)
- NMDs: retail transactional cannot be less than core component (v22324_m)
- NMDs: retail transactional cannot be less than NMDs: retail transactional exempted from 5Y cap (v22325_m)
- NMDs: retail non-transactional cannot be less than core component (v22326_m)
- NMDs: retail non-transactional cannot be less than NMDs: retail non-transactional exempted from 5Y cap (v22327_m)
- NMDs: wholesale non-financial cannot be less than core component (v22328_m)
- NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from 5Y cap (v22329_m)
- NMDs: wholesale financial cannot be less than operational deposits (v22330_m)
Relevant parameters (simplified for SNCIS and 'other' institutions) (II) (J 09.00.b)2 rules
Templates with no rule of their own
Rules on other templates can still read them.
- General qualitative information (J 10.01)
- Qualitative information "currency by currency" (J 10.02)
- General qualitative information (simplified for SNCIS and 'other' institutions) (J 11.01)
- Qualitative information "currency by currency" (simplified for SNCIS and 'other' institutions) (J 11.02)
55 rules EBA has switched off
EBA has switched these off, in its 4.2 severity package or since then in its list of validation rules (latest update 12 October 2026): they do not apply to 4.2 filings.
v16330_s, v22197_m, v22198_m, v22199_m, v22200_m, v22201_m, v22202_m, v22203_m, v22204_m, v22205_m, v22206_m, v22207_m, v22208_m, v22209_m, v22210_m, v22211_m, v22212_m, v22213_m, v22214_m, v22215_m, v22216_m, v22217_m, v22218_m, v22219_m, v22256_m, v22257_m, v22258_m, v22259_m, v22260_m, v22261_m, v22262_m, v22263_m, v22264_m, v22265_m, v22266_m, v22267_m, v22268_m, v22269_m, v22270_m, v22271_m, v22272_m, v22273_m, v22318_m, v22319_m, v22321_m, v22322_m, v23165_s, v23166_s, v23167_s, v23169_s, v23170_s, v23171_s, v903556_s, v903576_m, v903615_s
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.