The rule in plain words
None of the values it checks in NSFR: Summary.Significant currencies (IV) can be negative.
EBA checks it for two columns: amount and available stable funding. And for two rows: available stable funding and ASF from other liabilities. That makes four 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.
Amount: ASF from other liabilities >= 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 (IV) (C 84.00.z)
Rows
- 0120AVAILABLE STABLE FUNDING
- 0210ASF from other liabilities
Columns
- 0010Amount
- 0030Available stable funding
A worked example
The first of its checks, with simple numbers.
ASF from other liabilities, amount 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.z,r0210,c0010,} >= 0The next three:
{C_84.00.z,r0120,c0010,} >= 0{C_84.00.z,r0120,c0030,} >= 0{C_84.00.z,r0210,c0030,} >= 0Checks like this one, run at the point of submission, are the first step to real-time supervision.