The rule in plain words
Excess liquid asset amount must equal these five worked out:
- L1 excl. EHQCB "adjusted amount"
- L1 EHQCB "adjusted amount"
- L2A "adjusted amount"
- L2B "adjusted amount"
- Minus the smallest of four values
All the values are in the value / percentage column (0010) of C 76.00.a.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Excess liquid asset amount = L1 excl. EHQCB "adjusted amount" + L1 EHQCB "adjusted amount" + L2A "adjusted amount" + L2B "adjusted amount" - the smallest of L1 excl. EHQCB "adjusted amount" + L1 EHQCB "adjusted amount" + L2A "adjusted amount" + L2B "adjusted amount", 10 / 3 × L1 excl. EHQCB "adjusted amount", 10 / 6 × (L1 excl. EHQCB "adjusted amount" + L1 EHQCB "adjusted amount") and 100 / 85 × (L1 excl. EHQCB "adjusted amount" + L1 EHQCB "adjusted amount" + L2A "adjusted amount")
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 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 76.00 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
Liquidity coverage, calculations, total (DA) (C 76.00.a)
Rows
- 0091L1 excl. EHQCB "adjusted amount"
- 0131L1 EHQCB "adjusted amount"
- 0191L2A "adjusted amount"
- 0251L2B "adjusted amount"
- 0280Excess liquid asset amount
Column
- 0010Value / Percentage
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_76.00.a,r0280,c0010,} = ({C_76.00.a,r0091,c0010,} + {C_76.00.a,r0131,c0010,} + {C_76.00.a,r0191,c0010,} + {C_76.00.a,r0251,c0010,}) - min(({C_76.00.a,r0091,c0010,} + {C_76.00.a,r0131,c0010,} + {C_76.00.a,r0191,c0010,} + {C_76.00.a,r0251,c0010,}),10 / 3 * {C_76.00.a,r0091,c0010,},10 / 6 * ({C_76.00.a,r0091,c0010,} + {C_76.00.a,r0131,c0010,}),100 / 85 * ({C_76.00.a,r0091,c0010,} + {C_76.00.a,r0131,c0010,} + {C_76.00.a,r0191,c0010,}))Other rules on C 76.00.a
- Liquidity buffer must equal a calculation over five terms (C 76.00.b, v10188_m)Warning
- Reduction for fully Exempt inflows must equal the smaller of two values (v10189_m)Warning
- Reduction for inflows subject to 90% cap must equal the smaller of two values (v10190_m)Warning
- Reduction for inflows subject to 75% cap must equal the smaller of two values (v10191_m)Warning
- Liquidity coverage ratio must be at least 1 (v7596_m)Warning
- Net liquidity outflow must equal a calculation over four rows (C 76.00.b, v4575_m)Warning
- L2B "adjusted amount" must equal L2B according to Article 9: unadjusted minus L2B collateral 30 day outflows plus L2B collateral 30 day inflows (v4567_m)Warning
- L2A "adjusted amount" must equal L2A according to Article 9: unadjusted minus L2A collateral 30 day outflows plus L2A collateral 30 day inflows (v4562_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.