Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Required stable funding must equal the sum of its nine parts (C 80.00.x, EBA rule v11340_m)

A warning in the net stable funding ratio return (NSFR), on templates C 80.00.w, nSFR - required stable funding (I), significant currencies, C 80.00.x, nSFR - required stable funding (III), significant currencies and C 80.00.y, nSFR - required stable funding (II), significant currencies.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Required stable funding must equal these nine added up:

  • RSF from central bank assets
  • RSF from securities other than liquid assets
  • RSF from loans
  • RSF from interdependent assets
  • RSF from assets within a group or an IPS if subject to preferential treatment
  • RSF from contributions to CCP default fund
  • RSF from other assets
  • RSF from OBS items
  • RSF from derivatives

EBA checks it for three columns: < 6 months, ≥ 6 months to < 1 year and ≥ 1 year. That makes three checks. A failure names the one that failed.

How the Line4 Check report words itShow

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.

C_80.00.X: REQUIRED STABLE FUNDING, < 6 months = C_80.00.W: RSF from central bank assets, < 6 months + C_80.00.W: RSF from securities other than liquid assets, < 6 months + C_80.00.W: RSF from loans, < 6 months + C_80.00.W: RSF from interdependent assets, < 6 months + C_80.00.W: RSF from assets within a group or an IPS if subject to preferential treatment, < 6 months + C_80.00.W: RSF from contributions to CCP default fund, < 6 months + C_80.00.W: RSF from other assets, < 6 months + C_80.00.W: RSF from OBS items, < 6 months + C_80.00.Y: RSF from derivatives, < 6 months

What to do if your filing fails it

  1. 01Open the templates below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 80.00 as reported.
  6. 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

NSFR - required stable funding (I), significant currencies (C 80.00.w)

Rows

  • 0020RSF from central bank assets
  • 0560RSF from securities other than liquid assets
  • 0620RSF from loans
  • 0850RSF from interdependent assets
  • 0910RSF from assets within a group or an IPS if subject to preferential treatment
  • 0960RSF from contributions to CCP default fund
  • 0970RSF from other assets
  • 1040RSF from OBS items

Columns

  • 0010< 6 months
  • 0020≥ 6 months to < 1 year
  • 0030≥ 1 year

NSFR - required stable funding (III), significant currencies (C 80.00.x)

Row

  • 0010REQUIRED STABLE FUNDING

Columns

  • 0010< 6 months
  • 0020≥ 6 months to < 1 year
  • 0030≥ 1 year

NSFR - required stable funding (II), significant currencies (C 80.00.y)

Row

  • 0920RSF from derivatives

Columns

  • 0010< 6 months
  • 0020≥ 6 months to < 1 year
  • 0030≥ 1 year
Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_80.00.x,r0010,c0010,} = {C_80.00.w,r0020,c0010,} + {C_80.00.w,r0560,c0010,} + {C_80.00.w,r0620,c0010,} + {C_80.00.w,r0850,c0010,} + {C_80.00.w,r0910,c0010,} + {C_80.00.w,r0960,c0010,} + {C_80.00.w,r0970,c0010,} + {C_80.00.w,r1040,c0010,} + {C_80.00.y,r0920,c0010,}

The next two:

{C_80.00.x,r0010,c0020,} = {C_80.00.w,r0020,c0020,} + {C_80.00.w,r0560,c0020,} + {C_80.00.w,r0620,c0020,} + {C_80.00.w,r0850,c0020,} + {C_80.00.w,r0910,c0020,} + {C_80.00.w,r0960,c0020,} + {C_80.00.w,r0970,c0020,} + {C_80.00.w,r1040,c0020,} + {C_80.00.y,r0920,c0020,}{C_80.00.x,r0010,c0030,} = {C_80.00.w,r0020,c0030,} + {C_80.00.w,r0560,c0030,} + {C_80.00.w,r0620,c0030,} + {C_80.00.w,r0850,c0030,} + {C_80.00.w,r0910,c0030,} + {C_80.00.w,r0960,c0030,} + {C_80.00.w,r0970,c0030,} + {C_80.00.w,r1040,c0030,} + {C_80.00.y,r0920,c0030,}

Every NSFR rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.