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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Central bank eligible cannot be more than total encumbered collateral received (EBA rule v2995_m)

A warning in the asset encumbrance return (AE), on template F 36.02.c, asset encumbrance: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (c).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Central bank eligible cannot be more than total encumbered collateral received.

EBA checks it for 19 columns, from loans on demand (0010) to total (0190). That makes 19 checks. A failure names the one that failed.

How the Line4 Check report words itShow

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.

of which: issued by non financial corporations: of which central bank eligible <= Total encumbered collateral received

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 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.
  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 36.02 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: Advance template for colllateral and own debt secrities issued other than covered bonds or ABSs (c) (F 36.02.c)

Rows

  • 0190Total encumbered collateral received
  • 0200of which central bank eligible

Columns

  • 0010Loans on demand
  • 0020Equity instruments
  • 0030Debt Securities
  • 0040of which: covered bonds
  • 0050of which: issued by other entities of the group
  • 0060of which: securitisations
  • 0070of which: issued by other entities of the group
  • 0080of which: issued by general governments
  • 0090of which: issued by financial corporations
  • 0100of which: issued by non financial corporations
  • 0110Central banks and general governments
  • 0120Financial corporations
  • 0130Non financial Corporations
  • 0140of which: loans collateralised with Immovable Property
  • 0150Households
  • 0160of which: loans collateralised with Immovable Property
  • 0170Other collateral received
  • 0180Own debt securities issued other than own covered bonds or securitisations
  • 0190Total

A worked example

The first of its checks, with simple numbers.

Illustrative values
central bank eligible1,200
What the rule then expects

Total encumbered collateral received must then be at least 1,200.

1,200Passes
1,100Fails

A file that reports 1,200 passes. One that reports 1,100 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{F_36.02.c,r0200,c0100,} <= {F_36.02.c,r0190,c0100,}

The next five:

{F_36.02.c,r0200,c0150,} <= {F_36.02.c,r0190,c0150,}{F_36.02.c,r0200,c0010,} <= {F_36.02.c,r0190,c0010,}{F_36.02.c,r0200,c0180,} <= {F_36.02.c,r0190,c0180,}{F_36.02.c,r0200,c0070,} <= {F_36.02.c,r0190,c0070,}{F_36.02.c,r0200,c0080,} <= {F_36.02.c,r0190,c0080,}

And 13 more, the same formula for the other cells it covers.

Every AE rule, by template

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