Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Required stable funding: ≥ 1 year cannot be negative (C 80.00.w, EBA rule v11551_s)

A warning in the net stable funding ratio return (NSFR), on template C 80.00.w, nSFR - required stable funding (I), significant currencies.

Check your file against this ruleWhat to do if it fails

The rule in plain words

For required stable funding: ≥ 1 year cannot be negative.

EBA checks it for 40 rows, from unencumbered or encumbered for a residual maturity of less than six months (0040) to other off-balance sheet exposures for which the competent authority has determined RSF factors (1090). That makes 40 checks. A failure names the one that failed.

How the Line4 Check report words itShow

The first of its checks, word for word as the report shows it when it fails. The others read the same, with their own column, row or sheet.

≥ 1 year: RSF from contributions to CCP default fund >= 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 80.00 as reported.
  5. 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)

Rows

  • 0040unencumbered or encumbered for a residual maturity of less than six months
  • 0050encumbered for a residual maturity of at least six months but less than one year
  • 0060encumbered for a residual maturity of one year or more
  • 0070other non-HQLA central bank exposures
  • 0580unencumbered or encumbered for a residual maturity of less than one year
  • 0590encumbered for a residual maturity of one year or more
  • 0600non-HQLA non-exchange traded equities
  • 0610non-HQLA securities encumbered for a residual maturity of one year or more in a cover pool
  • 0630operational deposits
  • 0660unencumbered or encumbered for a residual maturity of less than six months
  • 0670encumbered for a residual maturity of at least six months but less than one year
  • 0680encumbered for a residual maturity of one year or more
  • 0700unencumbered or encumbered for a residual maturity of less than six months
  • 0710encumbered for a residual maturity of at least six months but less than one year
  • 0720encumbered for a residual maturity of one year or more
  • 0730other loans and advances to financial customers
  • 0740assets encumbered for a residual maturity of one year or more in a cover pool
  • 0770unencumbered or encumbered for a residual maturity of less than six months
  • 0780encumbered for a residual maturity of at least six months but less than one year
  • 0790encumbered for a residual maturity of one year or more
  • 0820unencumbered or encumbered for a residual maturity of less than one year
  • 0830encumbered for a residual maturity of one year or more
  • 0840trade finance on-balance sheet products
  • 0860centralised regulated savings
  • 0870promotional loans and credit and liquidity facilities
  • 0880eligible covered bonds
  • 0890derivatives client clearing activities
  • 0900others
  • 0910RSF from assets within a group or an IPS if subject to preferential treatment
  • 0960RSF from contributions to CCP default fund
  • 0980physically traded commodities
  • 0990unencumbered or encumbered for a residual maturity of less than one year
  • 1000encumbered for a residual maturity of one year or more
  • 1020non-performing assets
  • 1030other assets
  • 1050committed facilities within a group or an IPS if subject to preferential treatment
  • 1060committed facilities
  • 1070trade finance off-balance sheet items
  • 1080non-performing off-balance sheet items
  • 1090other off-balance sheet exposures for which the competent authority has determined RSF factors

Column

  • 0110≥ 1 year

A worked example

The first of its checks, with simple numbers.

What the rule then expects

RSF from contributions to CCP default fund, ≥ 1 year must then be at least 0.

0Passes
-100Fails

A file that reports 0 passes. One that reports -100 fails, by 100.

The numbers are illustrative.

Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_80.00.w,r0960,c0110,} >= 0

The next five:

{C_80.00.w,r0710,c0110,} >= 0{C_80.00.w,r0820,c0110,} >= 0{C_80.00.w,r0840,c0110,} >= 0{C_80.00.w,r0060,c0110,} >= 0{C_80.00.w,r0830,c0110,} >= 0

And 34 more, the same formula for the other cells it covers.

Every NSFR rule, by template

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