The rule in plain words
Open maturity items cannot be negative.
EBA checks it for 18 rows, from liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) (0260) to other counterparties (0650). That makes 18 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.
Of which: Open Maturity items: Central banks >= 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 66.01 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
Maturity ladder, significant currencies, overnight and higher maturity (C 66.01.w)
Rows
- 0260Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)
- 0261Of which: Intragroup or IPS
- 0270Stable retail deposits
- 0280Other retail deposits
- 0290Operational deposits
- 0300Non-operational deposits from credit institutions
- 0310Non-operational deposits from other financial customers
- 0320Non-operational deposits from central banks
- 0330Non-operational deposits from non-financial corporates
- 0340Non-operational deposits from other counterparties
- 0590Monies due not reported in 2.1 resulting from loans and advances granted to:
- 0600Retail customers
- 0610Non-financial corporates
- 0620Credit institutions
- 0621Of which: Intragroup or IPS
- 0630Other financial customers
- 0640Central banks
- 0650Other counterparties
Column
- 0025Of which: Open Maturity items
A worked example
The first of its checks, with simple numbers.
Central banks, open maturity items 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_66.01.w,r0640,c0025,} >= 0The next five:
{C_66.01.w,r0261,c0025,} >= 0{C_66.01.w,r0630,c0025,} >= 0{C_66.01.w,r0340,c0025,} >= 0{C_66.01.w,r0260,c0025,} >= 0{C_66.01.w,r0270,c0025,} >= 0And 12 more, the same formula for the other cells it covers.
Other rules on C 66.01.w
- Other inflows cannot be less than intragroup or IPS (v11502_m)Warning
- Credit institutions cannot be less than intragroup or IPS (v11500_m)Warning
- Monies due from secured lending and capital market driven transactions collateralised by cannot be less than intragroup or IPS (v11498_m)Warning
- Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) cannot be less than intragroup or IPS (v11496_m)Warning
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non, central Bank) cannot be less than intragroup or IPS (v11494_m)Warning
- Liabilities resulting from securities issued (if not treated as retail deposits) cannot be less than intragroup or IPS (v11490_m)Warning
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 2B tradable assets must equal the sum of its five parts (v11488_m)Warning
- Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank): level 2A tradable assets must equal the sum of its three parts (v11486_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.