The rule in plain words
ASF from retail deposits must equal stable retail deposits plus other retail deposits.
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 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.
< 6 months: 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- 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 81.00 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 - available stable funding (I), significant currencies (C 81.00.w)
Rows
- 0070ASF from retail deposits
- 0090Stable retail deposits
- 0110Other retail deposits
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.
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_81.00.w,r0070,c0010,} = {C_81.00.w,r0090,c0010,} + {C_81.00.w,r0110,c0010,}The next three:
{C_81.00.w,r0070,c0020,} = {C_81.00.w,r0090,c0020,} + {C_81.00.w,r0110,c0020,}{C_81.00.w,r0070,c0100,} = {C_81.00.w,r0090,c0100,} + {C_81.00.w,r0110,c0100,}{C_81.00.w,r0070,c0030,} = {C_81.00.w,r0090,c0030,} + {C_81.00.w,r0110,c0030,}Other rules on C 81.00.w
- ASF from capital items and instruments must equal the sum of its four parts (v10131_m)Warning
- ASF from retail deposits cannot be less than retail bonds (v10133_m)Warning
- Stable retail deposits cannot be less than with a material early withdrawable penalty (v10134_m)Warning
- Other retail deposits cannot be less than with a material early withdrawable penalty (v10135_m)Warning
- ASF from other non-financial customers (except central banks) must equal the sum of its six parts (v10136_m)Warning
- ASF from other non-financial customers (except central banks) cannot be less than securities financing transactions (v10137_m)Warning
- ASF from other non-financial customers (except central banks) cannot be less than operational deposits (v10138_m)Warning
- ASF from financial customers and central banks must equal the sum of its three parts (v10139_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.