The rule in plain words
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).
All the values are in the initial margin posted row (0370) of C 82.00.b.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Initial margin posted, Required stable funding = initial margin posted, Non-HQLA by maturity, < 1 year (column 0010) × initial margin posted, Non-HQLA by maturity, < 1 year (column 0070) + initial margin posted, Non-HQLA by maturity, ≥ 1 year (column 0020) × initial margin posted, Non-HQLA by maturity, ≥ 1 year (column 0080) + initial margin posted, Non-HQLA by maturity, HQLA (column 0030) × initial margin posted, Non-HQLA by maturity, HQLA (column 0090)
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 82.00 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
NSFR - simplified required stable funding (II), total (C 82.00.b)
Row
- 0370initial margin posted
Columns
- 0010< 1 year
- 0020≥ 1 year
- 0030HQLA
- 0070< 1 year
- 0080≥ 1 year
- 0090HQLA
- 0100Required stable funding
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_82.00.b,r0370,c0100,} = {C_82.00.b,r0370,c0010,} * {C_82.00.b,r0370,c0070,} + {C_82.00.b,r0370,c0020,} * {C_82.00.b,r0370,c0080,} + {C_82.00.b,r0370,c0030,} * {C_82.00.b,r0370,c0090,}Other rules on C 82.00.b
- RSF from derivatives must equal the sum of its three parts (v10050_m)Warning
- RSF from derivatives must equal initial margin posted (v11361_m)Warning
- RSF from derivatives, amount must equal the sum of its three parts (C 84.00.b, v11415_m)Warning
- None of the eight values it checks in NSFR: simplified required stable funding (II) can be negative (v11610_s)Warning
- ≥ 1 year cannot be negative (v11611_s)Warning
- < 1 year cannot be negative (v11612_s)Warning
- Initial margin posted cannot be negative (v11613_s)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.