The rule in plain words
Total unencumbered collateral received, debt securities must equal debt securities, fair value of collateral received or own debt securities issued available for encumbrance plus debt securities, nominal of collateral received or own debt securities issued non available for encumbrance.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
F_36.02.C: Total unencumbered collateral received, Debt Securities = F_32.02.A: Debt securities, Fair value of collateral received or own debt securities issued available for encumbrance + F_32.02.A: Debt securities, Nominal of collateral received or own debt securities issued non available for encumbrance
What to do if your filing fails it
- 01Open the templates below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong column, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 05It runs only when your filing indicators mark F 36.02 and F 32.02 as reported.
- 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
- 0160Debt securities
Columns
- 0040Fair value of collateral received or own debt securities issued available for encumbrance
- 0070Nominal of collateral received or own debt securities issued non available for encumbrance
Row
- 0210Total unencumbered collateral received
Column
- 0030Debt Securities
A worked example
The first of its checks, with simple numbers.
Total unencumbered collateral received, debt securities must then be 2,000.
A file that reports 2,000 passes. One that reports 2,100 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{F_36.02.c,r0210,c0030,} = sum({F_32.02.a,r0160,c0040,},{F_32.02.a,r0160,c0070,})Other rules on F 32.02.a
- Total unencumbered collateral received, equity instruments must equal the sum of its two parts (v2999_m)Warning
- Total unencumbered collateral received, covered bonds must equal the sum of its two parts (v3001_m)Warning
- Total unencumbered collateral received, loans on demand must equal the sum of its two parts (v2998_m)Warning
- Total unencumbered collateral received cannot be less than covered bonds (v3002_m)Warning
- Total unencumbered collateral received, securitisations must equal the sum of its two parts (v3003_m)Warning
- Total unencumbered collateral received, securitisations issued by other entities of the group cannot be less than securitisations, issued by other entities of the group (v3004_m)Warning
- Total unencumbered collateral received, debt securities issued by general governments must equal the sum of its two parts (v3005_m)Warning
- Total unencumbered collateral received, debt securities issued by financial corporations must equal the sum of its two parts (v3006_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.