The rule in plain words
For total encumbered assets: central bank eligible, loans collateralised with immovable property, households plus central bank eligible, loans collateralised with immovable property, non financial corporations cannot be more than loans collateralised with immovable property, central bank's eligible.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
F_36.01.C: Of which central bank eligible, Households, of which: loans collateralised with Immovable Property + F_36.01.C: Of which central bank eligible, Non financial Corporations, of which: loans collateralised with Immovable Property <= F_32.01: Of which: loans collateralised with immovable property, Of which: central bank's eligible
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Compare the values in your file. If the first is bigger than it may be, one of them is wrong: check both before you change either.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark F 32.01 and F 36.01 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
Asset encumbrance: encumbrance overview - assets (F 32.01)
Row
- 0110Of which: loans collateralised with immovable property
Column
- 0030Of which: central bank's eligible
Asset encumbrance: Advance template for assets of the reporting institution (c) (F 36.01.c)
Row
- 0200Of which central bank eligible
Columns
- 0140Of which: loans collateralised with Immovable Property
- 0160Of which: loans collateralised with Immovable Property
A worked example
The first of its checks, with simple numbers.
Loans collateralised with immovable property, central bank's eligible must then be at least 2,000.
A file that reports 2,000 passes. One that reports 1,900 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
sum({F_36.01.c,r0200,c0160,},{F_36.01.c,r0200,c0140,}) <= {F_32.01,r0110,c0030,}Other rules on F 32.01
- The sum of two columns cannot be more than loans collateralised with immovable property, carrying amount of encumbered assets (v2960_m)Warning
- The sum of two columns cannot be more than loans collateralised with immovable property, carrying amount of unencumbered assets (v2962_m)Blocking
- Carrying amount of unencumbered assets: loans and advances other than loans on demand, central bank's eligible must equal the sum of its four parts (v2959_m)Blocking
- Total unencumbered assets: the sum of two columns cannot be more than loans collateralised with immovable property, central bank's eligible (v2963_m)Blocking
- Loans and advances other than loans on demand, carrying amount of unencumbered assets must equal the sum of its four parts (v2958_m)Blocking
- Carrying amount of encumbered assets: loans and advances other than loans on demand, central bank's eligible must equal the sum of its four parts (v2957_m)Warning
- Loans and advances other than loans on demand, carrying amount of encumbered assets must equal the sum of its four parts (v2956_m)Warning
- A balancing check across asset encumbrance: maturity data and two other templates (F 33.00.a, F 32.02.a, v2877_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.