The rule in plain words
Baseline scenario (contractual) cannot be negative.
EBA checks it for six rows: loans and advances (0160), debt securities (0220), loans and advances (0230), debt securities (0290), term deposits (0300), and term deposits (0340). That makes six 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.
Baseline scenario (contractual): Loans and advances >= 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 J 09.00 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
Relevant parameters (simplified for SNCIS and 'other' institutions) (II) (J 09.00.b)
Rows
- 0160Loans and advances
- 0220Debt securities
- 0230Loans and advances
- 0290Debt securities
- 0300Term deposits
- 0340Term deposits
Column
- 0030Baseline scenario (contractual)
A worked example
The first of its checks, with simple numbers.
Loans and advances, baseline scenario (contractual) 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}.
{J_09.00.b,r0160,c0030,} >= 0The next five:
{J_09.00.b,r0230,c0030,} >= 0{J_09.00.b,r0290,c0030,} >= 0{J_09.00.b,r0220,c0030,} >= 0{J_09.00.b,r0340,c0030,} >= 0{J_09.00.b,r0300,c0030,} >= 0Other rules on J 09.00.b
Checks like this one, run at the point of submission, are the first step to real-time supervision.