Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

ASF from interdependent liabilities must equal the sum of its five parts (C 81.00.a, EBA rule v10047_m)

A warning in the net stable funding ratio return (NSFR), on template C 81.00.a, nSFR - available stable funding (I), total.

Check your file against this ruleWhat to do if it fails

The rule in plain words

ASF from interdependent liabilities must equal these five added up:

  • Centralised regulated savings
  • Promotional loans and relevant credit and liquidity facilities
  • Eligible covered bonds
  • Derivatives client clearing activities
  • Others

EBA checks it for four columns: < 6 months, ≥ 6 months to < 1 year, ≥ 1 year and available 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: ASF from interdependent liabilities = Centralised regulated savings + Promotional loans and relevant credit and liquidity facilities + Eligible covered bonds + Derivatives client clearing activities + Others

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 81.00 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 - available stable funding (I), total (C 81.00.a)

Rows

  • 0330ASF from interdependent liabilities
  • 0340Centralised regulated savings
  • 0350Promotional loans and relevant credit and liquidity facilities
  • 0360Eligible covered bonds
  • 0370Derivatives client clearing activities
  • 0380Others

Columns

  • 0010< 6 months
  • 0020≥ 6 months to < 1 year
  • 0030≥ 1 year
  • 0100Available stable funding

A worked example

The first of its checks, with simple numbers.

Illustrative values
Centralised regulated savings1,200
Promotional loans and relevant credit and liquidity facilities800
Eligible covered bonds450
Derivatives client clearing activities300
Others150
Together2,900
What the rule then expects

ASF from interdependent liabilities must then be 2,900.

2,900Passes
3,000Fails

A file that reports 2,900 passes. One that reports 3,000 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_81.00.a,r0330,c0010,} = {C_81.00.a,r0340,c0010,} + {C_81.00.a,r0350,c0010,} + {C_81.00.a,r0360,c0010,} + {C_81.00.a,r0370,c0010,} + {C_81.00.a,r0380,c0010,}

The next three:

{C_81.00.a,r0330,c0030,} = {C_81.00.a,r0340,c0030,} + {C_81.00.a,r0350,c0030,} + {C_81.00.a,r0360,c0030,} + {C_81.00.a,r0370,c0030,} + {C_81.00.a,r0380,c0030,}{C_81.00.a,r0330,c0100,} = {C_81.00.a,r0340,c0100,} + {C_81.00.a,r0350,c0100,} + {C_81.00.a,r0360,c0100,} + {C_81.00.a,r0370,c0100,} + {C_81.00.a,r0380,c0100,}{C_81.00.a,r0330,c0020,} = {C_81.00.a,r0340,c0020,} + {C_81.00.a,r0350,c0020,} + {C_81.00.a,r0360,c0020,} + {C_81.00.a,r0370,c0020,} + {C_81.00.a,r0380,c0020,}

Every NSFR rule, by template

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