The rule in plain words
For RSF from liquid assets: amount must equal HQLA.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_84.00.W: RSF from liquid assets, Amount = C_80.00.W: RSF from liquid assets, HQLA
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02The two values must be the same. Find which of the two is right, and correct the other one.
- 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 and C 80.00 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 - required stable funding (I), significant currencies (C 80.00.w)
Row
- 0080RSF from liquid assets
Column
- 0040HQLA
NSFR - Summary.Significant currencies (I) (C 84.00.w)
Row
- 0030RSF from liquid assets
Column
- 0010Amount
A worked example
The first of its checks, with simple numbers.
RSF from liquid assets, HQLA must then be 1,200.
A file that reports 1,200 passes. One that reports 1,300 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_84.00.w,r0030,c0010,} = {C_80.00.w,r0080,c0040,}Other rules on C 80.00.w
- RSF from central bank assets, amount must equal the sum of its four parts (C 84.00.w, v11390_m)Warning
- RSF from securities other than liquid assets, amount must equal the sum of its three parts (C 84.00.w, v11398_m)Warning
- RSF from loans: amount must equal < 6 months plus ≥ 1 year plus ≥ 6 months to < 1 year (v11402_m)Warning
- RSF from interdependent assets, amount must equal the sum of its three parts (C 84.00.w, v11406_m)Warning
- RSF from assets within a group or an IPS if subject to preferential treatment, amount must equal the sum of its three parts (C 84.00.w, v11410_m)Warning
- RSF from contributions to CCP default fund, amount must equal the sum of its four parts (C 84.00.w, v11418_m)Warning
- RSF from other assets, amount must equal the sum of its three parts (C 84.00.w, v11422_m)Warning
- RSF from OBS items: amount must equal < 6 months plus ≥ 6 months to < 1 year plus ≥ 1 year (v11426_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.