The rule in plain words
ASF from interdependent liabilities in C 84.00.e must equal ASF from interdependent liabilities in C 83.00.a.
All the values are in the amount column (0010).
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_84.00.E: ASF from interdependent liabilities, Amount = C_83.00.A: ASF from interdependent liabilities, < 1 year
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 83.00 and 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 - simplified available stable funding (I), total (C 83.00.a)
Row
- 0110ASF from interdependent liabilities
Column
- 0010< 1 year
NSFR - Summary.Total (V) (C 84.00.e)
Row
- 0200ASF from interdependent liabilities
Column
- 0010Amount
A worked example
The first of its checks, with simple numbers.
ASF from interdependent liabilities in C 83.00.a 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.e,r0200,c0010,} = {C_83.00.a,r0110,c0010,}Other rules on C 83.00.a
- ASF from liabilities provided where the counterparty cannot be determined: amount must equal < 1 year plus ≥ 1 year (v11461_m)Warning
- ASF from financial customers and central banks: amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11455_m)Warning
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment: amount must equal ≥ 1 year plus < 1 year (v11451_m)Warning
- ASF from operational deposits: amount must equal < 1 year plus ≥ 1 year (v11445_m)Warning
- ASF from other non-financial customers (except central banks): amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11439_m)Warning
- ASF from retail deposits: amount must equal < 1 year plus ≥ 1 year (C 84.00.e, v11435_m)Warning
- ASF from capital items and instruments: amount must equal ≥ 1 year plus < 1 year (v11431_m)Warning
- Available stable funding must equal the sum of its eight parts (C 83.00.c, v11377_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.