The rule in plain words
RSF from other assets must equal these three added up:
- Trade date receivables
- Non-performing assets
- Other assets
All the values are in the < 6 months column (0010) of C 80.00.a.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
< 6 months: RSF from other assets = trade date receivables + non-performing assets + other assets
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 80.00 as reported.
- 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), total (C 80.00.a)
Rows
- 0970RSF from other assets
- 1010trade date receivables
- 1020non-performing assets
- 1030other assets
Column
- 0010< 6 months
A worked example
The first of its checks, with simple numbers.
RSF from other assets must then be 2,450.
A file that reports 2,450 passes. One that reports 2,550 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_80.00.a,r0970,c0010,} = {C_80.00.a,r1010,c0010,} + {C_80.00.a,r1020,c0010,} + {C_80.00.a,r1030,c0010,}Other rules on C 80.00.a
- RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks (v11345_m)Warning
- RSF from other assets must equal non-performing assets plus other assets (v11349_m)Warning
- Required stable funding must equal the sum of its ten parts (C 80.00.c, v11343_m)Warning
- RSF from other assets must equal the sum of its three parts (row 0970, v11351_m)Warning
- Required stable funding must equal the sum of its four parts (C 80.00.c, v11341_m)Warning
- Required stable funding must equal the sum of its nine parts (C 80.00.c, v11339_m)Warning
- RSF from central bank assets, amount must equal the sum of its four parts (C 84.00.a, v11389_m)Warning
- RSF from liquid assets, amount must equal RSF from liquid assets, HQLA (C 84.00.a, v11393_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.