The rule in plain words
Liquidity buffer must equal these five worked out:
- L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
- L1 EHQCB value according to Article 9: unadjusted
- L2A according to Article 9: unadjusted
- L2B according to Article 9: unadjusted
- Minus the smaller of these four worked out and excess liquid asset amount
All the values are in the value / percentage column (0010).
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_76.00.Y: LIQUIDITY BUFFER = C_76.00.W: L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted + C_76.00.W: L1 EHQCB value according to Article 9: unadjusted + C_76.00.W: L2A according to Article 9: unadjusted + C_76.00.W: L2B according to Article 9: unadjusted - the smaller of C_76.00.W: L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted + C_76.00.W: L1 EHQCB value according to Article 9: unadjusted + C_76.00.W: L2A according to Article 9: unadjusted + C_76.00.W: L2B according to Article 9: unadjusted and C_76.00.W: Excess liquid asset amount
What to do if your filing fails it
- 01Open the templates 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, significant currencies (DA) (C 76.00.w)
Rows
- 0040L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
- 0100L1 EHQCB value according to Article 9: unadjusted
- 0160L2A according to Article 9: unadjusted
- 0220L2B according to Article 9: unadjusted
- 0280Excess liquid asset amount
Column
- 0010Value / Percentage
Liquidity coverage, calculations, significant currencies (DA) (C 76.00.y)
Row
- 0290LIQUIDITY BUFFER
Column
- 0010Value / Percentage
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_76.00.y,r0290,c0010,} = ({C_76.00.w,r0040,c0010,} + {C_76.00.w,r0100,c0010,} + {C_76.00.w,r0160,c0010,} + {C_76.00.w,r0220,c0010,}) - min(({C_76.00.w,r0040,c0010,} + {C_76.00.w,r0100,c0010,} + {C_76.00.w,r0160,c0010,} + {C_76.00.w,r0220,c0010,}),{C_76.00.w,r0280,c0010,})Other rules on C 76.00.w
- Excess liquid asset amount must equal a calculation over five terms (v10200_m)Warning
- Reduction for fully Exempt inflows must equal the smaller of two values (v10202_m)Warning
- Reduction for inflows subject to 90% cap must equal the smaller of two values (v10203_m)Warning
- Reduction for inflows subject to 75% cap must equal the smaller of two values (v10204_m)Warning
- Net liquidity outflow must equal a calculation over four rows (C 76.00.y, v4714_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 (v4706_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 (v4701_m)Warning
- L1 EHQCB "adjusted amount" must equal L1 EHQCB value according to Article 9: unadjusted minus L1 EHQCB collateral 30 day outflows plus L1 EHQCB collateral 30 day inflows (v4696_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.