Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 222 values it checks in relevant parameters (II) can be negative (J 08.00.b, EBA rule v16317_s)

A warning in the interest rate risk in the banking book return (IRRBB), on template J 08.00.b, relevant parameters (II).

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in relevant parameters (II) can be negative.

EBA checks it for six columns: parallel shock up, parallel shock down, steepener shock, flattener shock, short rates shock up and short rates shock down. And for 37 rows, from NMDs: retail transactional (0010) to wholesale financial (0370). That makes 222 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.

Flattener shock: Term deposits >= 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 J 08.00 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

Relevant parameters (II) (J 08.00.b)

Rows

  • 0010NMDs: Retail transactional
  • 0020Of which: core component
  • 0030Of which: exempted from 5Y cap
  • 0040NMDs: Retail non-transactional
  • 0050Of which: core component
  • 0060Of which: exempted from 5Y cap
  • 0070NMDs: Wholesale non-financial
  • 0080Of which: core component
  • 0090Of which: exempted from 5Y cap
  • 0100NMDs: Wholesale financial
  • 0110Of which: operational deposits
  • 0120NMDs: Retail transactional
  • 0130NMDs: Retail non-transactional
  • 0140NMDs: Wholesale non-financial
  • 0150NMDs: Wholesale financial
  • 0160Loans and advances
  • 0170Of which: non-performing
  • 0180Retail
  • 0190Of which: secured by residential real estate
  • 0200Wholesale non-financial
  • 0210Wholesale financial
  • 0220Debt securities
  • 0230Loans and advances
  • 0240Of which: non-performing
  • 0250Retail
  • 0260Of which: secured by residential real estate
  • 0270Wholesale non-financial
  • 0280Wholesale financial
  • 0290Debt securities
  • 0300Term deposits
  • 0310Retail
  • 0320Wholesale non-financial
  • 0330Wholesale financial
  • 0340Term deposits
  • 0350Retail
  • 0360Wholesale non-financial
  • 0370Wholesale financial

Columns

  • 0050Parallel shock up
  • 0060Parallel shock down
  • 0070Steepener shock
  • 0080Flattener shock
  • 0090Short rates shock up
  • 0100Short rates shock down

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Term deposits, flattener shock 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}.

{J_08.00.b,r0340,c0080,} >= 0

The next five:

{J_08.00.b,r0300,c0080,} >= 0{J_08.00.b,r0090,c0050,} >= 0{J_08.00.b,r0270,c0060,} >= 0{J_08.00.b,r0350,c0080,} >= 0{J_08.00.b,r0260,c0080,} >= 0

And 216 more, the same formula for the other cells it covers.

Every IRRBB rule, by template

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