Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

RSF from derivatives must equal the sum of its three parts (C 80.00.y, EBA rule v10126_m)

A warning in the net stable funding ratio return (NSFR), on template C 80.00.y, nSFR - required stable funding (II), significant currencies.

Check your file against this ruleWhat to do if it fails

The rule in plain words

RSF from derivatives must equal these three added up:

  • Required stable funding for derivative liabilities
  • NSFR derivative assets
  • Initial margin posted

EBA checks it for two columns: < 6 months 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.

< 6 months: RSF from derivatives = required stable funding for derivative liabilities + NSFR derivative assets + initial margin posted

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 (II), significant currencies (C 80.00.y)

Rows

  • 0920RSF from derivatives
  • 0930required stable funding for derivative liabilities
  • 0940NSFR derivative assets
  • 0950initial margin posted

Columns

  • 0010< 6 months
  • 0130Required stable funding

A worked example

The first of its checks, with simple numbers.

Illustrative values
required stable funding for derivative liabilities1,200
NSFR derivative assets800
initial margin posted450
Together2,450
What the rule then expects

RSF from derivatives must then be 2,450.

2,450Passes
2,550Fails

A file that reports 2,450 passes. One that reports 2,550 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.y,r0920,c0010,} = {C_80.00.y,r0930,c0010,} + {C_80.00.y,r0940,c0010,} + {C_80.00.y,r0950,c0010,}

The next one:

{C_80.00.y,r0920,c0130,} = {C_80.00.y,r0930,c0130,} + {C_80.00.y,r0940,c0130,} + {C_80.00.y,r0950,c0130,}

Every NSFR rule, by template

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