The rule in plain words
For ASF from interdependent liabilities: < 6 months cannot be negative.
EBA checks it for 38 rows, from ASF from capital items and instruments (0020) to other liabilities (0430). That makes 38 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.
< 6 months: Others >= 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 81.00 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 - available stable funding (I), total (C 81.00.a)
Rows
- 0020ASF from capital items and instruments
- 0040Additional Tier 1
- 0050Tier 2
- 0060Other capital instruments
- 0070ASF from retail deposits
- 0080of which, retail bonds
- 0090Stable retail deposits
- 0110Other retail deposits
- 0130ASF from other non-financial customers (except central banks)
- 0140of which, securities financing transactions
- 0150of which, operational deposits
- 0160Liabilities provided by the central government of a Member State or a third country
- 0170Liabilities provided by regional governments or local authorities of a Member State or a third country
- 0180Liabilities provided by public sector entities of a Member State or a third country
- 0190Liabilities provided by multilateral development banks and international organisations
- 0200Liabilities provided by non-financial corporate customers
- 0210Liabilities provided by credit unions, personal investment companies and deposit brokers
- 0220ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment
- 0230ASF from financial customers and central banks
- 0240of which, sight deposits provided by network member to central institution
- 0250Liabilities provided by the ECB or the central bank of a Member State
- 0260Liabilities provided by the central bank of a third country
- 0270Liabilities provided by financial customers
- 0280Operational deposits
- 0290Excess operational deposits
- 0300Other liabilities
- 0310ASF from liabilities provided where the counterparty cannot be determined
- 0330ASF from interdependent liabilities
- 0340Centralised regulated savings
- 0350Promotional loans and relevant credit and liquidity facilities
- 0360Eligible covered bonds
- 0370Derivatives client clearing activities
- 0380Others
- 0390ASF from other liabilities
- 0400Trade date payables
- 0410Deferred tax liabilities
- 0420Minority interests
- 0430Other liabilities
Column
- 0010< 6 months
A worked example
The first of its checks, with simple numbers.
Others, < 6 months 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_81.00.a,r0380,c0010,} >= 0The next five:
{C_81.00.a,r0390,c0010,} >= 0{C_81.00.a,r0140,c0010,} >= 0{C_81.00.a,r0080,c0010,} >= 0{C_81.00.a,r0370,c0010,} >= 0{C_81.00.a,r0280,c0010,} >= 0And 32 more, the same formula for the other cells it covers.
Other rules on C 81.00.a
- Available stable funding: ≥ 6 months to < 1 year cannot be negative (v11618_s)Warning
- ASF from other non-financial customers (except central banks): ≥ 1 year cannot be negative (v11619_s)Warning
- ASF from financial customers and central banks: < 6 months cannot be negative (v11620_s)Warning
- ASF from other non-financial customers (except central banks): ≥ 6 months to < 1 year cannot be negative (v11621_s)Warning
- ASF from capital items and instruments: ≥ 1 year cannot be negative (v11622_s)Warning
- Available stable funding cannot be negative (v11623_s)Warning
- Available stable funding must equal the sum of its nine parts (C 81.00.c, v11668_m)Warning
- ASF from other liabilities, available stable funding in C 84.00.d must equal the sum of its two parts (v11471_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.