Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

A balancing check across asset encumbrance: maturity data (F 33.00.a, F 33.00.b, EBA rule v2880_m)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

Take these 13 added up, all for collateral received re-used (re-using leg):

  • >3mths <=6mths
  • >1yr <=2yrs
  • >6mths <=1yr
  • >10yrs
  • Overnight
  • >2yrs <=3yrs
  • >2wks <=1mth
  • Open maturity
  • >1day <=1wk
  • >1wk <=2wks
  • >1mth <=3mths
  • 3yrs <=5yrs
  • 5yrs <=10yrs

The result must equal these 13 added up, all for collateral received re-used (receiving leg):

  • >1mth <=3mths
  • >10yrs
  • >1yr <=2yrs
  • >1wk <=2wks
  • >2wks <=1mth
  • >1day <=1wk
  • >3mths <=6mths
  • Overnight
  • >2yrs <=3yrs
  • 5yrs <=10yrs
  • Open maturity
  • 3yrs <=5yrs
  • >6mths <=1yr

The headline gives only the kind of check and the template, because some of its cells have no name of their own in EBA’s template.

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), >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), >6mths <=1yr + F_33.00.A: Collateral received re-used (re-using leg), >10yrs + F_33.00.A: Collateral received re-used (re-using leg), Overnight + F_33.00.A: Collateral received re-used (re-using leg), >2yrs <=3yrs + 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), >1day <=1wk + F_33.00.A: Collateral received re-used (re-using leg), >1wk <=2wks + 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_33.00.A: Collateral received re-used (re-using leg), 5yrs <=10yrs = F_33.00.B: Collateral received re-used (receiving leg), >1mth <=3mths + F_33.00.B: Collateral received re-used (receiving leg), >10yrs + F_33.00.B: Collateral received re-used (receiving leg), >1yr <=2yrs + F_33.00.B: Collateral received re-used (receiving leg), >1wk <=2wks + F_33.00.B: Collateral received re-used (receiving leg), >2wks <=1mth + F_33.00.B: Collateral received re-used (receiving leg), >1day <=1wk + F_33.00.B: Collateral received re-used (receiving leg), >3mths <=6mths + F_33.00.B: Collateral received re-used (receiving leg), Overnight + F_33.00.B: Collateral received re-used (receiving leg), >2yrs <=3yrs + F_33.00.B: Collateral received re-used (receiving leg), 5yrs <=10yrs + F_33.00.B: Collateral received re-used (receiving leg), Open maturity + F_33.00.B: Collateral received re-used (receiving leg), 3yrs <=5yrs + F_33.00.B: Collateral received re-used (receiving leg), >6mths <=1yr

What to do if your filing fails it

  1. 01Open the templates below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  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 F 33.00 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

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

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

Row

  • 0020Collateral received re-used (receiving 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,c0070,},{F_33.00.a,r0030,c0090,},{F_33.00.a,r0030,c0080,},{F_33.00.a,r0030,c0130,},{F_33.00.a,r0030,c0020,},{F_33.00.a,r0030,c0100,},{F_33.00.a,r0030,c0050,},{F_33.00.a,r0030,c0010,},{F_33.00.a,r0030,c0030,},{F_33.00.a,r0030,c0040,},{F_33.00.a,r0030,c0060,},{F_33.00.a,r0030,c0110,},{F_33.00.a,r0030,c0120,}) = sum({F_33.00.b,r0020,c0060,},{F_33.00.b,r0020,c0130,},{F_33.00.b,r0020,c0090,},{F_33.00.b,r0020,c0040,},{F_33.00.b,r0020,c0050,},{F_33.00.b,r0020,c0030,},{F_33.00.b,r0020,c0070,},{F_33.00.b,r0020,c0020,},{F_33.00.b,r0020,c0100,},{F_33.00.b,r0020,c0120,},{F_33.00.b,r0020,c0010,},{F_33.00.b,r0020,c0110,},{F_33.00.b,r0020,c0080,})

Every AE rule, by template

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