The rule in plain words
Total, liquidity support drawn must equal these six added up:
- Debt securities, securitisation special purpose entities
- Debt securities, other activities
- Loans and advances, asset management
- Loans and advances, securitisation special purpose entities
- Debt securities, asset management
- Loans and advances, other activities
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
F_30.02: Debt securities, Securitisation Special Purpose Entities + F_30.02: Debt securities, Other activities + F_30.02: Loans and advances, Asset management + F_30.02: Loans and advances, Securitisation Special Purpose Entities + F_30.02: Debt securities, Asset management + F_30.02: Loans and advances, Other activities = F_30.01: Total, Of which: liquidity support drawn
What to do if your filing fails it
- 01Open the templates 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- 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 F 30.02 and F 30.01 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
Interests in unconsolidated structured entities (F 30.01)
Row
- 0010Total
Column
- 0020Of which: liquidity support drawn
Breakdown of interests in unconsolidated structured entities by nature of the activities (F 30.02)
Rows
- 0050Debt securities
- 0060Loans and advances
Columns
- 0010Securitisation Special Purpose Entities
- 0020Asset management
- 0030Other activities
A worked example
The first of its checks, with simple numbers.
Total, liquidity support drawn must then be 3,000.
A file that reports 3,000 passes. One that reports 3,100 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. Cells are written as {template, row, column, sheet}.
sum({F_30.02,r0050,c0010,},{F_30.02,r0050,c0030,},{F_30.02,r0060,c0020,},{F_30.02,r0060,c0010,},{F_30.02,r0050,c0020,},{F_30.02,r0060,c0030,}) = {F_30.01,r0010,c0020,}Other rules on F 30.01
- Total, nominal amount off-balance sheet exposures given by the reporting entity must equal the sum of its three parts (v1018_m)Warning
- The sum of nine cells cannot be more than total, carrying amount of financial liabilities recognised in the balance sheet (v1020_m)Warning
- The sum of three columns cannot be more than total, carrying amount of financial assets recognised in the balance sheet (v1017_m)Warning
- If liquidity support drawn is not zero, fair value of liquidity support drawn cannot be zero (v0998_m)Warning
- Nominal amount of loan commitments given cannot be more than nominal amount off-balance sheet exposures given by the reporting entity (v0997_m)Warning
- Liquidity support drawn cannot be more than carrying amount of financial assets recognised in the balance sheet (v0996_m)Warning
- Total cannot be negative (v3972_s)Warning
- Total, losses incurred by the reporting institution in the current period cannot be more than zero (v5701_s)Warning
Every FINREP 9 rule, by template
Checks like this one, run at the point of submission, are the first step to real-time supervision.