Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

RSF from liquid assets must equal the sum of its four parts (C 82.00.a, EBA rule v10052_m)

A warning in the net stable funding ratio return (NSFR), on template C 82.00.a, nSFR - simplified required stable funding (I), total.

Check your file against this ruleWhat to do if it fails

The rule in plain words

RSF from liquid assets must equal these four added up:

  • Level 1 assets eligible for 0% LCR haircut
  • Level 1 eligible for 7% LCR haircut
  • Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts
  • Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts

EBA checks it for two columns: HQLA and required stable funding. That makes two 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.

Required stable funding: RSF from liquid assets = level 1 assets eligible for 0% LCR haircut + level 1 eligible for 7% LCR haircut + Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts + Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 82.00 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 - simplified required stable funding (I), total (C 82.00.a)

Rows

  • 0050RSF from liquid assets
  • 0060level 1 assets eligible for 0% LCR haircut
  • 0100level 1 eligible for 7% LCR haircut
  • 0140Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts
  • 0180Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts

Columns

  • 0030HQLA
  • 0100Required stable funding

A worked example

The first of its checks, with simple numbers.

Illustrative values
level 1 assets eligible for 0% LCR haircut1,200
level 1 eligible for 7% LCR haircut800
Level 2A assets eligible for 15% LCR haircut and shares or units in CIUs eligible for 0-20% LCR haircuts450
Level 2B assets eligible for 25-35% LCR haircut and shares or units in CIUs eligible for 30-55% LCR haircuts300
Together2,750
What the rule then expects

RSF from liquid assets must then be 2,750.

2,750Passes
2,850Fails

A file that reports 2,750 passes. One that reports 2,850 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_82.00.a,r0050,c0100,} = {C_82.00.a,r0060,c0100,} + {C_82.00.a,r0100,c0100,} + {C_82.00.a,r0140,c0100,} + {C_82.00.a,r0180,c0100,}

The next one:

{C_82.00.a,r0050,c0030,} = {C_82.00.a,r0060,c0030,} + {C_82.00.a,r0100,c0030,} + {C_82.00.a,r0140,c0030,} + {C_82.00.a,r0180,c0030,}

Every NSFR rule, by template

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