Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

RSF from derivatives must equal initial margin posted (C 80.00.y, EBA rule v11354_m)

A warning in the net stable funding ratio return (NSFR), on template 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

RSF from derivatives must equal initial margin posted.

EBA checks it for two columns: ≥ 6 months to < 1 year and ≥ 1 year. That makes two 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.

≥ 6 months to < 1 year: RSF from derivatives = initial margin posted

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02The two values must be the same. Find which of the two is right, and correct the other one.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 80.00 as reported.
  5. 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 (II), significant currencies (C 80.00.y)

Rows

  • 0920RSF from derivatives
  • 0950initial margin posted

Columns

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

A worked example

The first of its checks, with simple numbers.

Illustrative values
RSF from derivatives1,200
What the rule then expects

Initial margin posted 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 writtenShow

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

{C_80.00.y,r0920,c0020,} = {C_80.00.y,r0950,c0020,}

The next one:

{C_80.00.y,r0920,c0030,} = {C_80.00.y,r0950,c0030,}

Every NSFR rule, by template

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