The rule in plain words
ASF from other non-financial customers (except central banks) cannot be less than operational 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.
≥ 1 year: ASF from other non-financial customers (except central banks) >= of which, operational deposits
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Compare the values in your file. If the first is smaller than it may be, one of them is wrong: check both before you change either.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 81.00 as reported.
- 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 - available stable funding (I), significant currencies (C 81.00.w)
Rows
- 0130ASF from other non-financial customers (except central banks)
- 0150of which, operational 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.
Operational deposits can then be at most 1,200.
A file that reports 1,200 passes. One that reports 1,300 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,r0130,c0030,} >= {C_81.00.w,r0150,c0030,}The next three:
{C_81.00.w,r0130,c0010,} >= {C_81.00.w,r0150,c0010,}{C_81.00.w,r0130,c0100,} >= {C_81.00.w,r0150,c0100,}{C_81.00.w,r0130,c0020,} >= {C_81.00.w,r0150,c0020,}Other rules on C 81.00.w
- ASF from other non-financial customers (except central banks) cannot be less than securities financing transactions (v10137_m)Warning
- ASF from financial customers and central banks must equal the sum of its three parts (v10139_m)Warning
- ASF from other non-financial customers (except central banks) must equal the sum of its six parts (v10136_m)Warning
- ASF from financial customers and central banks cannot be less than sight deposits provided by network member to central institution (v10140_m)Warning
- Other retail deposits cannot be less than with a material early withdrawable penalty (v10135_m)Warning
- Liabilities provided by financial customers must equal the sum of its three parts (v10141_m)Warning
- Stable retail deposits cannot be less than with a material early withdrawable penalty (v10134_m)Warning
- ASF from interdependent liabilities must equal the sum of its five parts (v10142_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.