The rule in plain words
ASF from retail deposits must equal stable retail deposits plus other retail deposits.
EBA checks it for three columns: < 1 year, ≥ 1 year and available stable funding. That makes three 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.
Available stable funding: ASF from retail deposits = Stable retail deposits + Other retail deposits
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 83.00 as reported.
- 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 available stable funding (I), total (C 83.00.a)
Rows
- 0030ASF from retail deposits
- 0040Stable retail deposits
- 0050Other retail deposits
Columns
- 0010< 1 year
- 0020≥ 1 year
- 0070Available stable funding
A worked example
The first of its checks, with simple numbers.
ASF from retail deposits must then be 2,000.
A file that reports 2,000 passes. One that reports 2,100 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
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,r0030,c0070,} = {C_83.00.a,r0040,c0070,} + {C_83.00.a,r0050,c0070,}The next two:
{C_83.00.a,r0030,c0020,} = {C_83.00.a,r0040,c0020,} + {C_83.00.a,r0050,c0020,}{C_83.00.a,r0030,c0010,} = {C_83.00.a,r0040,c0010,} + {C_83.00.a,r0050,c0010,}Other rules on C 83.00.a
- Available stable funding must equal < 1 year, amount times < 1 year, applicable ASF factor plus ≥ 1 year, amount times ≥ 1 year, applicable ASF factor (v10021_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.