Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

NMDs: wholesale financial cannot be less than operational deposits (J 06.00.b, EBA rule v22237_m)

A warning in the interest rate risk in the banking book return (IRRBB), on template J 06.00.b, repricing cash flows (simplified for 'other' institutions) (II).

Check your file against this ruleWhat to do if it fails

The rule in plain words

NMDs: wholesale financial cannot be less than operational deposits.

EBA checks it for 29 columns, from notional amount (0010) to greater than 1.5 years up to 2 years (0390). That makes 29 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.

Greater than 12 months up to 1.5 years: NMDs: Wholesale financial >= Of which: operational deposits

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Compare the values in your file. If the first is smaller than it may be, one of them is wrong: check both before you change either.
  3. 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark J 06.00 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

Repricing cash flows (simplified for 'other' institutions) (II) (J 06.00.b)

Rows

  • 0390NMDs: Wholesale financial
  • 0410Of which: operational deposits

Columns

  • 0010Notional amount
  • 0070Overnight
  • 0080Greater than overnight up to 1 month
  • 0090Greater than 1 month up to 3 months
  • 0100Greater than 3 months up to 6 months
  • 0110Greater than 6 months up to 9 months
  • 0120Greater than 9 months up to 12 months
  • 0130Greater than 12 months up to 1.5 years
  • 0140Greater than 1.5 years up to 2 years
  • 0150Greater than 2 years up to 3 years
  • 0160Greater than 3 years up to 4 years
  • 0170Greater than 4 years up to 5 years
  • 0180Greater than 5 years up to 6 years
  • 0190Greater than 6 years up to 7 years
  • 0200Greater than 7 years up to 8 years
  • 0210Greater than 8 years up to 9 years
  • 0220Greater than 9 years up to 10 years
  • 0230Greater than 10 years up to 15 years
  • 0240Greater than 15 years up to 20 years
  • 0250Greater than 20 years
  • 0260Notional amount
  • 0320Overnight
  • 0330Greater than overnight up to 1 month
  • 0340Greater than 1 month up to 3 months
  • 0350Greater than 3 months up to 6 months
  • 0360Greater than 6 months up to 9 months
  • 0370Greater than 9 months up to 12 months
  • 0380Greater than 12 months up to 1.5 years
  • 0390Greater than 1.5 years up to 2 years

A worked example

The first of its checks, with simple numbers.

Illustrative values
NMDs: wholesale financial1,200
What the rule then expects

Operational deposits can then be at most 1,200.

1,200Passes
1,300Fails

A file that reports 1,200 passes. One that reports 1,300 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

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_06.00.b,r0390,c0130,} >= {J_06.00.b,r0410,c0130,}

The next five:

{J_06.00.b,r0390,c0210,} >= {J_06.00.b,r0410,c0210,}{J_06.00.b,r0390,c0150,} >= {J_06.00.b,r0410,c0150,}{J_06.00.b,r0390,c0220,} >= {J_06.00.b,r0410,c0220,}{J_06.00.b,r0390,c0320,} >= {J_06.00.b,r0410,c0320,}{J_06.00.b,r0390,c0200,} >= {J_06.00.b,r0410,c0200,}

And 23 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.