The rule in plain words
If liquidity support drawn is not zero, fair value of liquidity support drawn cannot be zero.
All the values are in the total row (0010) of F 30.01.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
If Total, Of which: liquidity support drawn != 0, then Total, Fair value of liquidity support drawn != 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02The check applies only when its first part holds in your file. When it does, the second part must hold too: fix the second part, or correct the first.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark F 30.01 as reported.
- 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
Interests in unconsolidated structured entities (F 30.01)
Row
- 0010Total
Columns
- 0020Of which: liquidity support drawn
- 0030Fair value of liquidity support drawn
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
if ({F_30.01,r0010,c0020,} != 0) then ({F_30.01,r0010,c0030,} != 0) else TrueOther rules on F 30.01
- Nominal amount of loan commitments given cannot be more than nominal amount off-balance sheet exposures given by the reporting entity (v0997_m)Warning
- Liquidity support drawn cannot be more than carrying amount of financial assets recognised in the balance sheet (v0996_m)Warning
- The sum of three columns cannot be more than total, carrying amount of financial assets recognised in the balance sheet (v1017_m)Warning
- Total, nominal amount off-balance sheet exposures given by the reporting entity must equal the sum of its three parts (v1018_m)Warning
- Total, liquidity support drawn must equal the sum of its six parts (v1019_m)Warning
- The sum of nine cells cannot be more than total, carrying amount of financial liabilities recognised in the balance sheet (v1020_m)Warning
- Total cannot be negative (v3972_s)Warning
- Total, losses incurred by the reporting institution in the current period cannot be more than zero (v5701_s)Warning
Every FINREP 9 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.