The rule in plain words
Available stable funding must equal these nine added up:
- ASF from capital items and instruments
- ASF from retail deposits
- ASF from other non-financial customers (except central banks)
- ASF from operational deposits
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment
- ASF from financial customers and central banks
- ASF from liabilities provided where the counterparty cannot be determined
- ASF from interdependent liabilities
- ASF from other liabilities
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_83.00.X: AVAILABLE STABLE FUNDING, Available stable funding = C_83.00.W: ASF from capital items and instruments, Available stable funding + C_83.00.W: ASF from retail deposits, Available stable funding + C_83.00.W: ASF from other non-financial customers (except central banks), Available stable funding + C_83.00.W: ASF from operational deposits, Available stable funding + C_83.00.W: ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment, Available stable funding + C_83.00.W: ASF from financial customers and central banks, Available stable funding + C_83.00.W: ASF from liabilities provided where the counterparty cannot be determined, Available stable funding + C_83.00.W: ASF from interdependent liabilities, Available stable funding + C_83.00.Y: ASF from other liabilities, Available stable funding
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark C 83.00 as reported.
- 06This 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 available stable funding, significant currencies (C 83.00.w)
Rows
- 0020ASF from capital items and instruments
- 0030ASF from retail deposits
- 0060ASF from other non-financial customers (except central banks)
- 0070ASF from operational deposits
- 0080ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment
- 0090ASF from financial customers and central banks
- 0100ASF from liabilities provided where the counterparty cannot be determined
- 0110ASF from interdependent liabilities
Column
- 0070Available stable funding
NSFR - simplified available stable funding (II), significant currencies (C 83.00.x)
Row
- 0010AVAILABLE STABLE FUNDING
Column
- 0070Available stable funding
NSFR - simplified available stable funding (III), significant currencies (C 83.00.y)
Row
- 0120ASF from other liabilities
Column
- 0070Available stable funding
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_83.00.x,r0010,c0070,} = {C_83.00.w,r0020,c0070,} + {C_83.00.w,r0030,c0070,} + {C_83.00.w,r0060,c0070,} + {C_83.00.w,r0070,c0070,} + {C_83.00.w,r0080,c0070,} + {C_83.00.w,r0090,c0070,} + {C_83.00.w,r0100,c0070,} + {C_83.00.w,r0110,c0070,} + {C_83.00.y,r0120,c0070,}Other rules on C 83.00.w
- Available stable funding: ≥ 1 year cannot be negative (v11578_s)Warning
- < 1 year cannot be negative (v11577_s)Warning
- ASF from retail deposits: ≥ 1 year cannot be negative (v11576_s)Warning
- None of the 20 values it checks in NSFR: simplified available stable funding can be negative (v11575_s)Warning
- ASF from interdependent liabilities in C 84.00.v must equal ASF from interdependent liabilities in C 83.00.w (v11466_m)Warning
- ASF from liabilities provided where the counterparty cannot be determined: amount must equal ≥ 1 year plus < 1 year (v11462_m)Warning
- ASF from financial customers and central banks: amount must equal < 1 year plus ≥ 1 year (C 84.00.v, v11456_m)Warning
- ASF from liabilities and committed facilities within a group or an IPS if subject to preferential treatment: amount must equal < 1 year plus ≥ 1 year (v11452_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.
