The rule in plain words
These nine added up cannot be more than total, carrying amount of financial liabilities recognised in the balance sheet:
- Deposits, asset management
- Debt securities issued, other activities
- Derivatives, asset management
- Debt securities issued, asset management
- Deposits, other activities
- Deposits, securitisation special purpose entities
- Debt securities issued, securitisation special purpose entities
- Derivatives, securitisation special purpose entities
- Derivatives, other activities
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
F_30.02: Deposits, Asset management + F_30.02: Debt securities issued, Other activities + F_30.02: Derivatives, Asset management + F_30.02: Debt securities issued, Asset management + F_30.02: Deposits, Other activities + F_30.02: Deposits, Securitisation Special Purpose Entities + F_30.02: Debt securities issued, Securitisation Special Purpose Entities + F_30.02: Derivatives, Securitisation Special Purpose Entities + F_30.02: Derivatives, Other activities <= F_30.01: Total, Carrying amount of financial liabilities recognised in the balance sheet
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Compare the values in your file. If the first is bigger 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 F 30.02 and F 30.01 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
Interests in unconsolidated structured entities (F 30.01)
Row
- 0010Total
Column
- 0040Carrying amount of financial liabilities recognised in the balance sheet
Breakdown of interests in unconsolidated structured entities by nature of the activities (F 30.02)
Rows
- 0090Derivatives
- 0100Deposits
- 0110Debt securities issued
Columns
- 0010Securitisation Special Purpose Entities
- 0020Asset management
- 0030Other activities
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({F_30.02,r0100,c0020,},{F_30.02,r0110,c0030,},{F_30.02,r0090,c0020,},{F_30.02,r0110,c0020,},{F_30.02,r0100,c0030,},{F_30.02,r0100,c0010,},{F_30.02,r0110,c0010,},{F_30.02,r0090,c0010,},{F_30.02,r0090,c0030,}) <= {F_30.01,r0010,c0040,}Other rules on F 30.01
- Total, liquidity support drawn must equal the sum of its six parts (v1019_m)Warning
- 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 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.