Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Collateral received by the reporting institution, fair value of encumbered collateral received or own debt securities issued must equal the sum of its 13 parts (EBA rule v2878_m)

A warning in the asset encumbrance return (AE), on templates F 32.02.a, asset encumbrance: encumbrance overview - collateral (a) and F 33.00.a, asset encumbrance: maturity data (a).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Collateral received by the reporting institution, fair value of encumbered collateral received or own debt securities issued must equal these 13 added up, all for collateral received re-used (re-using leg):

  • >1wk <=2wks
  • >10yrs
  • >2wks <=1mth
  • Open maturity
  • Overnight
  • >3mths <=6mths
  • >1yr <=2yrs
  • 5yrs <=10yrs
  • >2yrs <=3yrs
  • >6mths <=1yr
  • >1day <=1wk
  • >1mth <=3mths
  • 3yrs <=5yrs
How the Line4 Check report words itShow

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

F_33.00.A: Collateral received re-used (re-using leg), >1wk <=2wks + F_33.00.A: Collateral received re-used (re-using leg), >10yrs + F_33.00.A: Collateral received re-used (re-using leg), >2wks <=1mth + F_33.00.A: Collateral received re-used (re-using leg), Open maturity + F_33.00.A: Collateral received re-used (re-using leg), Overnight + F_33.00.A: Collateral received re-used (re-using leg), >3mths <=6mths + F_33.00.A: Collateral received re-used (re-using leg), >1yr <=2yrs + F_33.00.A: Collateral received re-used (re-using leg), 5yrs <=10yrs + F_33.00.A: Collateral received re-used (re-using leg), >2yrs <=3yrs + F_33.00.A: Collateral received re-used (re-using leg), >6mths <=1yr + F_33.00.A: Collateral received re-used (re-using leg), >1day <=1wk + F_33.00.A: Collateral received re-used (re-using leg), >1mth <=3mths + F_33.00.A: Collateral received re-used (re-using leg), 3yrs <=5yrs = F_32.02.A: Collateral received by the reporting institution, Fair value of encumbered collateral received or own debt securities issued

What to do if your filing fails it

  1. 01Open the templates below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong column, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark F 33.00 and F 32.02 as reported.
  6. 06This 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

Asset encumbrance: encumbrance overview - collateral (a) (F 32.02.a)

Row

  • 0130Collateral received by the reporting institution

Column

  • 0010Fair value of encumbered collateral received or own debt securities issued

Asset encumbrance: maturity data (a) (F 33.00.a)

Row

  • 0030Collateral received re-used (re-using leg)

Columns

  • 0010Open maturity
  • 0020Overnight
  • 0030>1day <=1wk
  • 0040>1wk <=2wks
  • 0050>2wks <=1mth
  • 0060>1mth <=3mths
  • 0070>3mths <=6mths
  • 0080>6mths <=1yr
  • 0090>1yr <=2yrs
  • 0100>2yrs <=3yrs
  • 01103yrs <=5yrs
  • 01205yrs <=10yrs
  • 0130>10yrs
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

sum({F_33.00.a,r0030,c0040,},{F_33.00.a,r0030,c0130,},{F_33.00.a,r0030,c0050,},{F_33.00.a,r0030,c0010,},{F_33.00.a,r0030,c0020,},{F_33.00.a,r0030,c0070,},{F_33.00.a,r0030,c0090,},{F_33.00.a,r0030,c0120,},{F_33.00.a,r0030,c0100,},{F_33.00.a,r0030,c0080,},{F_33.00.a,r0030,c0030,},{F_33.00.a,r0030,c0060,},{F_33.00.a,r0030,c0110,}) = {F_32.02.a,r0130,c0010,}

Every AE rule, by template

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