The rule in plain words
ASF from operational deposits, amount must equal these six added up, all for operational deposits:
- ≥ 1 year
- ≥ 6 months to < 1 year
- < 6 months
- < 6 months
- ≥ 1 year
- ≥ 6 months to < 1 year
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_84.00.V: ASF from operational deposits, Amount = C_81.00.W: of which, operational deposits, ≥ 1 year + C_81.00.W: of which, operational deposits, ≥ 6 months to < 1 year + C_81.00.W: of which, operational deposits, < 6 months + C_81.00.W: Operational deposits, < 6 months + C_81.00.W: Operational deposits, ≥ 1 year + C_81.00.W: Operational deposits, ≥ 6 months to < 1 year
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 84.00 and C 81.00 as reported.
- 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 - available stable funding (I), significant currencies (C 81.00.w)
Rows
- 0150of which, operational deposits
- 0280Operational deposits
Columns
- 0010< 6 months
- 0020≥ 6 months to < 1 year
- 0030≥ 1 year
NSFR - Summary.Significant currencies (V) (C 84.00.v)
Row
- 0160ASF from operational deposits
Column
- 0010Amount
A worked example
The first of its checks, with simple numbers.
ASF from operational deposits, amount must then be 3,000.
A file that reports 3,000 passes. One that reports 3,100 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.v,r0160,c0010,} = sum({C_81.00.w,r0150,c0030,},{C_81.00.w,r0150,c0020,},{C_81.00.w,r0150,c0010,}) + sum({C_81.00.w,r0280,c0010,},{C_81.00.w,r0280,c0030,},{C_81.00.w,r0280,c0020,})Other rules on C 81.00.w
- A balancing check across NSFR: Summary.Significant currencies and NSFR: available stable funding (C 84.00.v, row 0150, v11442_m)Warning
- ASF from operational deposits, available stable funding must equal the sum of its two parts (C 84.00.v, v11448_m)Warning
- ASF from other non-financial customers (except central banks), amount must equal a calculation over six cells (C 84.00.v, v11438_m)Warning
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment, amount must equal the sum of its three parts (C 84.00.v, v11450_m)Warning
- ASF from retail deposits, amount must equal the sum of its three parts (C 84.00.v, v11434_m)Warning
- ASF from financial customers and central banks, amount must equal a calculation over six cells (C 84.00.v, v11454_m)Warning
- ASF from capital items and instruments, amount must equal the sum of its three parts (C 84.00.v, v11430_m)Warning
- A balancing check across NSFR: Summary.Significant currencies and NSFR: available stable funding (C 84.00.v, row 0180, v11458_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.