The rule in plain words
Available stable funding must be zero.
EBA checks it for six rows: centralised regulated savings, promotional loans and relevant credit and liquidity facilities, eligible covered bonds, derivatives client clearing activities, others, and trade date payables. That makes six checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.
Available stable funding: Centralised regulated savings = 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 81.00 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
NSFR - available stable funding (I), total (C 81.00.a)
Rows
- 0340Centralised regulated savings
- 0350Promotional loans and relevant credit and liquidity facilities
- 0360Eligible covered bonds
- 0370Derivatives client clearing activities
- 0380Others
- 0400Trade date payables
Column
- 0100Available stable funding
A worked example
The first of its checks, with simple numbers.
Centralised regulated savings, available stable funding must then be 0.
A file that reports 0 passes. One that reports 100 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_81.00.a,r0340,c0100,} = 0The next five:
{C_81.00.a,r0350,c0100,} = 0{C_81.00.a,r0360,c0100,} = 0{C_81.00.a,r0380,c0100,} = 0{C_81.00.a,r0400,c0100,} = 0{C_81.00.a,r0370,c0100,} = 0Other rules on C 81.00.a
- ASF from other liabilities must equal the sum of its four parts (v10048_m)Warning
- ASF from interdependent liabilities must equal the sum of its five parts (v10047_m)Warning
- Liabilities provided by financial customers must equal the sum of its three parts (v10046_m)Warning
- ASF from financial customers and central banks cannot be less than sight deposits provided by network member to central institution (v10045_m)Warning
- ASF from financial customers and central banks must equal the sum of its three parts (v10044_m)Warning
- ASF from other non-financial customers (except central banks) cannot be less than operational deposits (v10043_m)Warning
- ASF from other non-financial customers (except central banks) cannot be less than securities financing transactions (v10042_m)Warning
- ASF from other non-financial customers (except central banks) must equal the sum of its six parts (v10041_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.