Line4

1 min readSwitched off by EBA on 10 June 2026EBA reporting framework 4.2Updated 10 November 2026

Total assets, duration cannot be negative (EBA rule v16330_s)

A check in the interest rate risk in the banking book return (IRRBB), on template J 04.00, breakdown of sensitivity estimates (simplified for SNCIS).

EBA switched this rule off for filings submitted from 10 June 2026, in a quarterly update to its list of validation rules. It no longer applies, so a failure here does not count, and Line4 Check does not run it.

The rule in plain words

Total assets, duration cannot be negative.

EBA writes it out eight times. These words are for the first; the others are the same rule on other cells.

The template it checks

Breakdown of sensitivity estimates (simplified for SNCIS) (J 04.00)

Row

  • 0010Total assets

Column

  • 0020Duration
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_04.00,r0010,c0020,} >= 0

And 7 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.