The rule in plain words
RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
HQLA: RSF from central bank assets = cash, reserves and HQLA exposures to central banks
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02The two values must be the same. Find which of the two is right, and correct the other one.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 80.00 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 - required stable funding (I), significant currencies (C 80.00.w)
Rows
- 0020RSF from central bank assets
- 0030cash, reserves and HQLA exposures to central banks
Column
- 0040HQLA
A worked example
The first of its checks, with simple numbers.
Illustrative values
RSF from central bank assets1,200
What the rule then expects
Cash, reserves and HQLA exposures to central banks must then be 1,200.
1,200Passes
1,300Fails
A file that reports 1,200 passes. One that reports 1,300 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_80.00.w,r0020,c0040,} = {C_80.00.w,r0030,c0040,}Other rules on C 80.00.w
- Required stable funding must equal the sum of its ten parts (C 80.00.x, v11344_m)Warning
- RSF from other assets must equal the sum of its three parts (row 0970, v11348_m)Warning
- Required stable funding must equal the sum of its four parts (C 80.00.x, v11342_m)Warning
- RSF from other assets must equal non-performing assets plus other assets (v11350_m)Warning
- Required stable funding must equal the sum of its nine parts (C 80.00.x, v11340_m)Warning
- RSF from other assets must equal the sum of its three parts (row 0970, v11352_m)Warning
- RSF from central bank assets, amount must equal the sum of its four parts (C 84.00.w, v11390_m)Warning
- RSF from liquid assets, amount must equal RSF from liquid assets, HQLA (C 84.00.w, v11394_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.