The rule in plain words
Total sources of encumbrance must equal carrying amount of selected financial liabilities plus other sources of encumbrance.
All the values are in the additional amount of encumbered assets column (0020) of F 34.00.b.
The template it checks
Asset encumbrance: contingent encumbrance (b) (F 34.00.b)
Rows
- 0010Carrying amount of selected financial liabilities
- 0120Other sources of encumbrance
- 0170TOTAL SOURCES OF ENCUMBRANCE
Column
- 0020Additional amount of encumbered assets
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{F_34.00.b,r0170,c0020,} = {F_34.00.b,r0010,c0020,} + {F_34.00.b,r0120,c0020,}Other rules on F 34.00.b
- Carrying amount of selected financial liabilities must equal the sum of its three parts (v2887_m)Warning
- Deposits must equal the sum of its two parts (v2886_m)Warning
- Securitisations issued cannot be more than debt securities issued (v2885_m)Warning
- Covered bonds issued cannot be more than debt securities issued (v2884_m)Warning
- Central banks cannot be more than collateralised deposits other than repurchase agreements (v2883_m)Warning
- Central banks cannot be more than repurchase agreements (v2882_m)Warning
- Over-the-Counter cannot be more than derivatives (v2881_m)Warning
- Additional amount of encumbered assets cannot be negative (v4377_s)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.