The rule in plain words
< 1 year cannot be negative.
EBA checks it for five rows: stable retail deposits, other retail deposits, ASF from other non-financial customers (except central banks), ASF from operational deposits, and ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment. That makes five checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
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: Stable retail deposits >= 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 83.00 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)
Rows
- 0040Stable retail deposits
- 0050Other retail deposits
- 0060ASF from other non-financial customers (except central banks)
- 0070ASF from operational deposits
- 0080ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment
Column
- 0050< 1 year
A worked example
The first of its checks, with simple numbers.
Stable retail deposits, < 1 year must then be at least 0.
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, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_83.00.a,r0040,c0050,} >= 0The next four:
{C_83.00.a,r0060,c0050,} >= 0{C_83.00.a,r0070,c0050,} >= 0{C_83.00.a,r0050,c0050,} >= 0{C_83.00.a,r0080,c0050,} >= 0Other rules on C 83.00.a
- ASF from retail deposits: ≥ 1 year cannot be negative (v11572_s)Warning
- Available stable funding: ≥ 1 year cannot be negative (v11574_s)Warning
- None of the 20 values it checks in NSFR: simplified available stable funding (I) can be negative (v11571_s)Warning
- Available stable funding must equal the sum of its nine parts (C 83.00.c, v11670_m)Warning
- ASF from interdependent liabilities in C 84.00.e must equal ASF from interdependent liabilities in C 83.00.a (v11465_m)Warning
- 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
Checks like this one, run at the point of submission, are the first step to real-time supervision.