The rule in plain words
Reduction for inflows subject to 90% cap must equal the smaller of inflows subject to 90% cap and 0.9 times the larger of total outflows minus fully Exempt inflows and 0.
All the values are in the value / percentage column (0010) of C 76.00.w.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Reduction for Inflows Subject to 90% Cap = the smaller of Inflows Subject to 90% Cap and 0.9 × the larger of Total Outflows - Fully Exempt Inflows and 0
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, significant currencies (DA) (C 76.00.w)
Rows
- 0300Total Outflows
- 0310Fully Exempt Inflows
- 0320Inflows Subject to 90% Cap
- 0350Reduction for Inflows Subject to 90% Cap
Column
- 0010Value / Percentage
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_76.00.w,r0350,c0010,} = min({C_76.00.w,r0320,c0010,},0.9 * max(({C_76.00.w,r0300,c0010,} - {C_76.00.w,r0310,c0010,}),0))Other rules on C 76.00.w
- Reduction for fully Exempt inflows must equal the smaller of two values (v10202_m)Warning
- Reduction for inflows subject to 75% cap must equal the smaller of two values (v10204_m)Warning
- Liquidity buffer must equal a calculation over five terms (C 76.00.y, v10201_m)Warning
- Excess liquid asset amount must equal a calculation over five terms (v10200_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.