The rule in plain words
NSFR, ratio cannot be negative.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Ratio: NSFR >= 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark 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 - Summary.Significant currencies (I) (C 84.00.w)
Row
- 0220NSFR
Column
- 0040Ratio
A worked example
The first of its checks, with simple numbers.
What the rule then expects
NSFR, ratio 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 writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_84.00.w,r0220,c0040,} >= 0Other rules on C 84.00.w
- None of the 18 values it checks in NSFR: Summary.Significant currencies (I) can be negative (v11565_s)Warning
- Required stable funding must equal the sum of its ten parts (C 84.00.x, row 0010, v11667_m)Warning
- Required stable funding must equal the sum of its ten parts (C 84.00.x, row 0010, v11368_m)Warning
- Available stable funding, available stable funding must equal required stable funding, required stable funding times NSFR, ratio (C 84.00.z, v11366_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.