Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Required stable funding must equal < 1 year (column 0010) times < 1 year (column 0070) plus ≥ 1 year (column 0020) times ≥ 1 year (column 0080) plus HQLA (column 0030) times HQLA (column 0090) (C 82.00.y, EBA rule v10114_m)

A warning in the net stable funding ratio return (NSFR), on template C 82.00.y, nSFR - simplified required stable funding (II), significant currencies.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Required stable funding must equal < 1 year (column 0010) times < 1 year (column 0070) plus ≥ 1 year (column 0020) times ≥ 1 year (column 0080) plus HQLA (column 0030) times HQLA (column 0090).

All the values are in the initial margin posted row (0370) of C 82.00.y.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Initial margin posted, Required stable funding = initial margin posted, Non-HQLA by maturity, < 1 year (column 0010) × initial margin posted, Non-HQLA by maturity, < 1 year (column 0070) + initial margin posted, Non-HQLA by maturity, ≥ 1 year (column 0020) × initial margin posted, Non-HQLA by maturity, ≥ 1 year (column 0080) + initial margin posted, Non-HQLA by maturity, HQLA (column 0030) × initial margin posted, Non-HQLA by maturity, HQLA (column 0090)

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  3. 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark C 82.00 as reported.
  5. 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 required stable funding (II), significant currencies (C 82.00.y)

Row

  • 0370initial margin posted

Columns

  • 0010< 1 year
  • 0020≥ 1 year
  • 0030HQLA
  • 0070< 1 year
  • 0080≥ 1 year
  • 0090HQLA
  • 0100Required stable funding
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{C_82.00.y,r0370,c0100,} = {C_82.00.y,r0370,c0010,} * {C_82.00.y,r0370,c0070,} + {C_82.00.y,r0370,c0020,} * {C_82.00.y,r0370,c0080,} + {C_82.00.y,r0370,c0030,} * {C_82.00.y,r0370,c0090,}

Every NSFR rule, by template

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