Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 48 values it checks in NSFR: simplified required stable funding (I) can be negative (C 82.00.w, EBA rule v11590_s)

A warning in the net stable funding ratio return (NSFR), on template C 82.00.w, nSFR - simplified required stable funding (I), significant currencies.

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in NSFR: simplified required stable funding (I) can be negative.

EBA checks it for two columns, all for 1 year: < and ≥. And for 24 rows, from RSF from central bank assets (0020) to other off-balance sheet exposures determined by competent authorities (0450). That makes 48 checks. A failure names the one that failed.

How the Line4 Check report words itShow

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: trade finance on-balance sheet products >= 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 82.00 as reported.
  5. 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 required stable funding (I), significant currencies (C 82.00.w)

Rows

  • 0020RSF from central bank assets
  • 0030cash, reserves and HQLA exposures to central banks
  • 0040other non-HQLA central bank exposures
  • 0210RSF from securities other than liquid assets
  • 0220unencumbered or encumbered for a residual maturity of less than one year
  • 0230encumbered for a residual maturity of one year or more
  • 0240RSF from loans
  • 0250loans to non-financials
  • 0260unencumbered or encumbered for a residual maturity of less than one year
  • 0270encumbered for a residual maturity of one year or more
  • 0280loans to financials
  • 0290unencumbered or encumbered for a residual maturity of less than one year
  • 0300encumbered for a residual maturity of one year or more
  • 0310trade finance on-balance sheet products
  • 0320RSF from interdependent assets
  • 0330RSF from assets within a group or an IPS if subject to preferential treatment
  • 0380RSF from contributions to CCP default fund
  • 0390RSF from other assets
  • 0400RSF from OBS items
  • 0410committed facilities within a group or an IPS if subject to preferential treatment
  • 0420commited facilities
  • 0430trade finance off-balance sheet items
  • 0440non-performing off-balance sheet items
  • 0450other off-balance sheet exposures determined by competent authorities

Columns

  • 0010< 1 year
  • 0020≥ 1 year

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Trade finance on-balance sheet products, ≥ 1 year 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 writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_82.00.w,r0310,c0020,} >= 0

The next five:

{C_82.00.w,r0280,c0010,} >= 0{C_82.00.w,r0040,c0010,} >= 0{C_82.00.w,r0440,c0010,} >= 0{C_82.00.w,r0400,c0020,} >= 0{C_82.00.w,r0300,c0020,} >= 0

And 42 more, the same formula for the other cells it covers.

Every NSFR rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.