The rule in plain words
Available stable funding must equal < 1 year, amount times < 1 year, applicable ASF factor plus ≥ 1 year, amount times ≥ 1 year, applicable ASF factor.
EBA checks it for five rows: stable retail deposits, other retail deposits, ASF from other non-financial customers (except central banks), ASF from operational deposits, and ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment. That makes five checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
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.
Stable retail deposits, Available stable funding = Stable retail deposits, Amount, < 1 year × Stable retail deposits, Applicable ASF factor, < 1 year + Stable retail deposits, Amount, ≥ 1 year × Stable retail deposits, Applicable ASF factor, ≥ 1 year
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 83.00 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 available stable funding (I), total (C 83.00.a)
Rows
- 0040Stable retail deposits
- 0050Other retail deposits
- 0060ASF from other non-financial customers (except central banks)
- 0070ASF from operational deposits
- 0080ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment
Columns
- 0010< 1 year
- 0020≥ 1 year
- 0050< 1 year
- 0060≥ 1 year
- 0070Available stable funding
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_83.00.a,r0040,c0070,} = {C_83.00.a,r0040,c0010,} * {C_83.00.a,r0040,c0050,} + {C_83.00.a,r0040,c0020,} * {C_83.00.a,r0040,c0060,}The next four:
{C_83.00.a,r0060,c0070,} = {C_83.00.a,r0060,c0010,} * {C_83.00.a,r0060,c0050,} + {C_83.00.a,r0060,c0020,} * {C_83.00.a,r0060,c0060,}{C_83.00.a,r0080,c0070,} = {C_83.00.a,r0080,c0010,} * {C_83.00.a,r0080,c0050,} + {C_83.00.a,r0080,c0020,} * {C_83.00.a,r0080,c0060,}{C_83.00.a,r0050,c0070,} = {C_83.00.a,r0050,c0010,} * {C_83.00.a,r0050,c0050,} + {C_83.00.a,r0050,c0020,} * {C_83.00.a,r0050,c0060,}{C_83.00.a,r0070,c0070,} = {C_83.00.a,r0070,c0010,} * {C_83.00.a,r0070,c0050,} + {C_83.00.a,r0070,c0020,} * {C_83.00.a,r0070,c0060,}Other rules on C 83.00.a
- ASF from retail deposits must equal stable retail deposits plus other retail deposits (v10060_m)Warning
- Amount: available stable funding must equal the sum of its nine parts (C 83.00.c, v11375_m)Warning
- Available stable funding must equal the sum of its eight parts (C 83.00.c, v11377_m)Warning
- ASF from capital items and instruments: amount must equal ≥ 1 year plus < 1 year (v11431_m)Warning
- ASF from retail deposits: amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11435_m)Warning
- ASF from other non-financial customers (except central banks): amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11439_m)Warning
- ASF from operational deposits: amount must equal < 1 year plus ≥ 1 year (v11445_m)Warning
- 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)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.