Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

RSF from loans must equal the sum of its seven parts (C 80.00.a, EBA rule v10025_m)

A warning in the net stable funding ratio return (NSFR), on template C 80.00.a, nSFR - required stable funding (I), total.

Check your file against this ruleWhat to do if it fails

The rule in plain words

RSF from loans must equal these seven added up:

  • Operational deposits
  • Securities financing transactions with financial customers
  • Other loans and advances to financial customers
  • Assets encumbered for a residual maturity of one year or more in a cover pool
  • Loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less
  • Other loans to non-financial customers other than central banks
  • Trade finance on-balance sheet products

EBA checks it for four columns: < 6 months, ≥ 6 months to < 1 year, ≥ 1 year and required stable funding. That makes four checks. A failure names the one that failed.

How the Line4 Check report words itShow

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.

≥ 6 months to < 1 year: RSF from loans = operational deposits + securities financing transactions with financial customers + other loans and advances to financial customers + assets encumbered for a residual maturity of one year or more in a cover pool + loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less + other loans to non-financial customers other than central banks + trade finance on-balance sheet products

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 80.00 as reported.
  6. 06This 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 - required stable funding (I), total (C 80.00.a)

Rows

  • 0620RSF from loans
  • 0630operational deposits
  • 0640securities financing transactions with financial customers
  • 0730other loans and advances to financial customers
  • 0740assets encumbered for a residual maturity of one year or more in a cover pool
  • 0750loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less
  • 0800other loans to non-financial customers other than central banks
  • 0840trade finance on-balance sheet products

Columns

  • 0010< 6 months
  • 0020≥ 6 months to < 1 year
  • 0030≥ 1 year
  • 0130Required stable funding

A worked example

The first of its checks, with simple numbers.

Illustrative values
operational deposits1,200
securities financing transactions with financial customers800
other loans and advances to financial customers450
assets encumbered for a residual maturity of one year or more in a cover pool300
loans to non-financial customers other than central banks where those loans are assigned a risk weight of 35% or less150
other loans to non-financial customers other than central banks100
trade finance on-balance sheet products60
Together3,060
What the rule then expects

RSF from loans must then be 3,060.

3,060Passes
3,160Fails

A file that reports 3,060 passes. One that reports 3,160 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_80.00.a,r0620,c0020,} = {C_80.00.a,r0630,c0020,} + {C_80.00.a,r0640,c0020,} + {C_80.00.a,r0730,c0020,} + {C_80.00.a,r0740,c0020,} + {C_80.00.a,r0750,c0020,} + {C_80.00.a,r0800,c0020,} + {C_80.00.a,r0840,c0020,}

The next three:

{C_80.00.a,r0620,c0030,} = {C_80.00.a,r0630,c0030,} + {C_80.00.a,r0640,c0030,} + {C_80.00.a,r0730,c0030,} + {C_80.00.a,r0740,c0030,} + {C_80.00.a,r0750,c0030,} + {C_80.00.a,r0800,c0030,} + {C_80.00.a,r0840,c0030,}{C_80.00.a,r0620,c0010,} = {C_80.00.a,r0630,c0010,} + {C_80.00.a,r0640,c0010,} + {C_80.00.a,r0730,c0010,} + {C_80.00.a,r0740,c0010,} + {C_80.00.a,r0750,c0010,} + {C_80.00.a,r0800,c0010,} + {C_80.00.a,r0840,c0010,}{C_80.00.a,r0620,c0130,} = {C_80.00.a,r0630,c0130,} + {C_80.00.a,r0640,c0130,} + {C_80.00.a,r0730,c0130,} + {C_80.00.a,r0740,c0130,} + {C_80.00.a,r0750,c0130,} + {C_80.00.a,r0800,c0130,} + {C_80.00.a,r0840,c0130,}

Every NSFR rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.