The rule in plain words
RSF from other assets must equal non-performing assets plus other assets.
All the values are in the ≥ 6 months to < 1 year column (0020) 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 to < 1 year: RSF from other assets = 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- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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
- 1020non-performing assets
- 1030other assets
Column
- 0020≥ 6 months to < 1 year
A worked example
The first of its checks, with simple numbers.
RSF from other assets must then be 2,000.
A file that reports 2,000 passes. One that reports 2,100 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,c0020,} = {C_80.00.a,r1020,c0020,} + {C_80.00.a,r1030,c0020,}Other rules on C 80.00.a
- RSF from other assets must equal the sum of its three parts (row 0970, v11347_m)Warning
- RSF from other assets must equal the sum of its three parts (row 0970, v11351_m)Warning
- RSF from central bank assets must equal cash, reserves and HQLA exposures to central banks (v11345_m)Warning
- Required stable funding must equal the sum of its ten parts (C 80.00.c, v11343_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.