Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 119 values it checks in relevant parameters (simplified for SNCIS and 'other' institutions) (II) can be negative (J 09.00.b, EBA rule v16345_s)

A warning in the interest rate risk in the banking book return (IRRBB), on template J 09.00.b, relevant parameters (simplified for SNCIS and 'other' institutions) (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 (simplified for SNCIS and 'other' institutions) (II) can be negative.

EBA checks it for seven columns: baseline scenario (behavioural), parallel shock up, parallel shock down, steepener shock, flattener shock, short rates shock up and short rates shock down. And for 17 rows, from NMDs: retail transactional (0010) to term deposits (0340). That makes 119 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 09.00 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 (simplified for SNCIS and 'other' institutions) (II) (J 09.00.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
  • 0160Loans and advances
  • 0220Debt securities
  • 0230Loans and advances
  • 0290Debt securities
  • 0300Term deposits
  • 0340Term deposits

Columns

  • 0040Baseline scenario (behavioural)
  • 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_09.00.b,r0340,c0080,} >= 0

The next five:

{J_09.00.b,r0340,c0060,} >= 0{J_09.00.b,r0160,c0080,} >= 0{J_09.00.b,r0090,c0080,} >= 0{J_09.00.b,r0070,c0070,} >= 0{J_09.00.b,r0340,c0040,} >= 0

And 113 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.