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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

RSF from derivatives must equal initial margin posted (C 82.00.y, EBA rule v11362_m)

A warning in the net stable funding ratio return (NSFR), on template C 82.00.y, nSFR - simplified 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.

All the values are in the ≥ 1 year column (0020) of C 82.00.y.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

≥ 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 82.00 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 - simplified required stable funding (II), significant currencies (C 82.00.y)

Rows

  • 0340RSF from derivatives
  • 0370initial margin posted

Column

  • 0020≥ 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. Cells are written as {template, row, column, sheet}.

{C_82.00.y,r0340,c0020,} = {C_82.00.y,r0370,c0020,}

Every NSFR rule, by template

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