The rule in plain words
Value / percentage cannot be negative.
EBA checks it for 30 rows, from liquidity buffer (0010) to PILLAR 2 REQUIREMENT as set out in Article 105 of the CRD (0380). That makes 30 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.
L2B according to Article 9: unadjusted >= 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 C 76.00 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
Liquidity coverage, calculations, total (DA) (C 76.00.a)
Rows
- 0010LIQUIDITY BUFFER
- 0020NET LIQUIDTY OUTFLOW
- 0030LIQUIDITY COVERAGE RATIO (%)
- 0040L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
- 0050L1 excl. EHQCB collateral 30 day outflows
- 0060L1 excl. EHQCB collateral 30 day inflows
- 0070Secured cash 30 day ouflows
- 0080Secured cash 30 day inflows
- 0091L1 excl. EHQCB "adjusted amount"
- 0100L1 EHQCB value according to Article 9: unadjusted
- 0110L1 EHQCB collateral 30 day outflows
- 0120L1 EHQCB collateral 30 day inflows
- 0131L1 EHQCB "adjusted amount"
- 0160L2A according to Article 9: unadjusted
- 0170L2A collateral 30 day outflows
- 0180L2A collateral 30 day inflows
- 0191L2A "adjusted amount"
- 0220L2B according to Article 9: unadjusted
- 0230L2B collateral 30 day outflows
- 0240L2B collateral 30 day inflows
- 0251L2B "adjusted amount"
- 0280Excess liquid asset amount
- 0300Total Outflows
- 0310Fully Exempt Inflows
- 0320Inflows Subject to 90% Cap
- 0330Inflows Subject to 75% Cap
- 0340Reduction for Fully Exempt Inflows
- 0350Reduction for Inflows Subject to 90% Cap
- 0360Reduction for Inflows Subject to 75% Cap
- 0380PILLAR 2 REQUIREMENT as set out in Article 105 CRD
Column
- 0010Value / Percentage
A worked example
The first of its checks, with simple numbers.
L2B according to Article 9: unadjusted 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}.
{C_76.00.a,r0220,c0010,} >= 0The next five:
{C_76.00.a,r0251,c0010,} >= 0{C_76.00.a,r0030,c0010,} >= 0{C_76.00.a,r0320,c0010,} >= 0{C_76.00.a,r0010,c0010,} >= 0{C_76.00.a,r0310,c0010,} >= 0And 24 more, the same formula for the other cells it covers.
Other rules on C 76.00.a
- Reduction for inflows subject to 75% cap must equal the smaller of two values (v10191_m)Warning
- Reduction for inflows subject to 90% cap must equal the smaller of two values (v10190_m)Warning
- Reduction for fully Exempt inflows must equal the smaller of two values (v10189_m)Warning
- Liquidity buffer must equal a calculation over five terms (C 76.00.b, v10188_m)Warning
- Excess liquid asset amount must equal a calculation over five terms (v10187_m)Warning
- Liquidity coverage ratio must be at least 1 (v7596_m)Warning
- Net liquidity outflow must equal a calculation over four rows (C 76.00.b, v4575_m)Warning
- L2B "adjusted amount" must equal L2B according to Article 9: unadjusted minus L2B collateral 30 day outflows plus L2B collateral 30 day inflows (v4567_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.