The rule in plain words
None of the values it checks in NSFR: Summary.Total (I) can be negative.
EBA checks it for two columns: amount and required stable funding. And for nine rows, from RSF from central bank assets (0020) to RSF from OBS items (0110). 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.
Required stable funding: RSF from loans >= 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.Total (I) (C 84.00.a)
Rows
- 0020RSF from central bank assets
- 0030RSF from liquid assets
- 0040RSF from securities other than liquid assets
- 0050RSF from loans
- 0060RSF from interdependent assets
- 0070RSF from assets within a group or an IPS if subject to preferential treatment
- 0090RSF from contributions to CCP default fund
- 0100RSF from other assets
- 0110RSF from OBS items
Columns
- 0010Amount
- 0020Required stable funding
A worked example
The first of its checks, with simple numbers.
RSF from loans, required stable funding 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_84.00.a,r0050,c0020,} >= 0The next five:
{C_84.00.a,r0090,c0020,} >= 0{C_84.00.a,r0020,c0010,} >= 0{C_84.00.a,r0110,c0010,} >= 0{C_84.00.a,r0070,c0010,} >= 0{C_84.00.a,r0060,c0010,} >= 0And 12 more, the same formula for the other cells it covers.
Other rules on C 84.00.a
- NSFR, ratio cannot be negative (v11583_s)Warning
- Required stable funding must equal the sum of its ten parts (C 84.00.c, row 0010, v11666_m)Warning
- Required stable funding must equal the sum of its ten parts (C 84.00.c, row 0010, v11367_m)Warning
- Available stable funding, available stable funding must equal required stable funding, required stable funding times NSFR, ratio (C 84.00.d, v11365_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.