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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from 5Y cap (J 09.00.a, EBA rule v22329_m)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

NMDs: wholesale non-financial cannot be less than NMDs: wholesale non-financial exempted from 5Y cap.

All the values are in the notional amount column (0010) of J 09.00.a.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Notional amount: NMDs: Wholesale non-financial >= Of which: exempted from 5Y cap

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 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) (I) (J 09.00.a)

Rows

  • 0070NMDs: Wholesale non-financial
  • 0090Of which: exempted from 5Y cap

Column

  • 0010Notional amount

A worked example

The first of its checks, with simple numbers.

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

NMDs: wholesale non-financial exempted from 5Y cap 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. Cells are written as {template, row, column, sheet}.

{J_09.00.a,r0070,c0010,} >= {J_09.00.a,r0090,c0010,}

Every IRRBB rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.