The rule in plain words

Notional amount cannot be less than these eight added up:

Overnight
Greater than overnight up to 1 month
Greater than 1 month up to 3 months
Greater than 3 months up to 6 months
Greater than 6 months up to 9 months
Greater than 9 months up to 12 months
Greater than 12 months up to 1.5 years
Greater than 1.5 years up to 2 years

All the values are in the NMDs: wholesale financial row (0390) of J 06.00.b.

EBA writes it out 44 times. These words are for the first; the others are the same rule on other cells.

The template it checks

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

Row

0390NMDs: Wholesale financial

Columns

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

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,c0260,} >= {J_06.00.b,r0390,c0320,} + {J_06.00.b,r0390,c0330,} + {J_06.00.b,r0390,c0340,} + {J_06.00.b,r0390,c0350,} + {J_06.00.b,r0390,c0360,} + {J_06.00.b,r0390,c0370,} + {J_06.00.b,r0390,c0380,} + {J_06.00.b,r0390,c0390,}

And 43 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.

Notional amount cannot be less than the sum of eight columns (J 06.00.b, EBA rule v22321_m)

The rule in plain words

The template it checks

Other rules on J 06.00.b