The rule in plain words
Available stable funding, available stable funding must equal required stable funding, required stable funding times NSFR, ratio.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_84.00.Z: AVAILABLE STABLE FUNDING, Available stable funding = C_84.00.X: REQUIRED STABLE FUNDING, Required stable funding × C_84.00.W: NSFR, Ratio
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 84.00 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 - Summary.Significant currencies (I) (C 84.00.w)
Row
- 0220NSFR
Column
- 0040Ratio
NSFR - Summary.Significant currencies (III) (C 84.00.x)
Row
- 0010REQUIRED STABLE FUNDING
Column
- 0020Required stable funding
NSFR - Summary.Significant currencies (IV) (C 84.00.z)
Row
- 0120AVAILABLE STABLE FUNDING
Column
- 0030Available stable funding
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_84.00.z,r0120,c0030,} = {C_84.00.x,r0010,c0020,} * {C_84.00.w,r0220,c0040,}Other rules on C 84.00.w
- Required stable funding must equal the sum of its ten parts (C 84.00.x, row 0010, v11368_m)Warning
- None of the 18 values it checks in NSFR: Summary.Significant currencies (I) can be negative (v11565_s)Warning
- NSFR, ratio cannot be negative (v11566_s)Warning
- Required stable funding must equal the sum of its ten parts (C 84.00.x, row 0010, v11667_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.