The rule in plain words
For ASF from financial customers and central banks: < 6 months cannot be negative.
EBA checks it for 13 rows, from retail bonds (0080) to operational deposits (0280). That makes 13 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: of which, sight deposits provided by network member to central institution >= 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
- 0080of which, retail bonds
- 0090Stable retail deposits
- 0110Other retail deposits
- 0140of which, securities financing transactions
- 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
- 0240of which, sight deposits provided by network member to central institution
- 0280Operational deposits
Column
- 0070< 6 months
A worked example
The first of its checks, with simple numbers.
Sight deposits provided by network member to central institution, < 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,r0240,c0070,} >= 0The next five:
{C_81.00.a,r0200,c0070,} >= 0{C_81.00.a,r0210,c0070,} >= 0{C_81.00.a,r0180,c0070,} >= 0{C_81.00.a,r0280,c0070,} >= 0{C_81.00.a,r0140,c0070,} >= 0And 7 more, the same formula for the other cells it covers.
Other rules on C 81.00.a
- ASF from other non-financial customers (except central banks): ≥ 1 year cannot be negative (v11619_s)Warning
- ASF from other non-financial customers (except central banks): ≥ 6 months to < 1 year cannot be negative (v11621_s)Warning
- Available stable funding: ≥ 6 months to < 1 year cannot be negative (v11618_s)Warning
- ASF from capital items and instruments: ≥ 1 year cannot be negative (v11622_s)Warning
- ASF from interdependent liabilities: < 6 months cannot be negative (v11617_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.