Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

RSF from derivatives, amount must equal the sum of its three parts (C 84.00.y, EBA rule v11416_m)

A warning in the net stable funding ratio return (NSFR), on templates C 82.00.y, nSFR - simplified required stable funding (II), significant currencies and C 84.00.y, nSFR - Summary.Significant currencies (II).

Check your file against this ruleWhat to do if it fails

The rule in plain words

RSF from derivatives, amount must equal these three added up:

  • RSF from derivatives, ≥ 1 year
  • RSF from derivatives, < 1 year
  • Initial margin posted, HQLA
How the Line4 Check report words itShow

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

C_84.00.Y: RSF from derivatives, Amount = C_82.00.Y: RSF from derivatives, ≥ 1 year + C_82.00.Y: RSF from derivatives, < 1 year + C_82.00.Y: initial margin posted, HQLA

What to do if your filing fails it

  1. 01Open the templates below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 84.00 and C 82.00 as reported.
  6. 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 - simplified required stable funding (II), significant currencies (C 82.00.y)

Rows

  • 0340RSF from derivatives
  • 0370initial margin posted

Columns

  • 0010< 1 year
  • 0020≥ 1 year
  • 0030HQLA

NSFR - Summary.Significant currencies (II) (C 84.00.y)

Row

  • 0080RSF from derivatives

Column

  • 0010Amount

A worked example

The first of its checks, with simple numbers.

Illustrative values
RSF from derivatives, ≥ 1 year1,200
RSF from derivatives, < 1 year800
initial margin posted, HQLA450
Together2,450
What the rule then expects

RSF from derivatives, amount must then be 2,450.

2,450Passes
2,550Fails

A file that reports 2,450 passes. One that reports 2,550 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{C_84.00.y,r0080,c0010,} = sum({C_82.00.y,r0340,c0020,},{C_82.00.y,r0340,c0010,}) + {C_82.00.y,r0370,c0030,}

Every NSFR rule, by template

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