The rule in plain words
None of the values it checks in concentration of funding can be negative.
EBA checks it for two columns: weighted average original maturity and weighted average residual maturity. And for 14 rows, from retail funding (0010) to financial liabilities other than derivatives and short positions from intra-group entities (0190). That makes 28 checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
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.
Weighted average residual maturity: of which loans and deposits from intra-group entities >= 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 68.00 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
Concentration of funding by product type, significant currencies (C 68.00.w)
Rows
- 0010RETAIL FUNDING
- 0031of which term deposits not withdrawable within the following 30 days
- 0041of which term deposits withdrawable within the following 30 days
- 0080with a notice period for withdrawl greater than 30 days
- 0090without a notice period for withdrawl greater than 30 days
- 0110Unsecured wholesale funding
- 0120of which loans and deposits from financial customers
- 0130of which loans and deposits from non financial customers
- 0140of which loans and deposits from intra-group entities
- 0150Secured wholesale funding
- 0160of which SFTs
- 0170of which covered bond issuance
- 0180of which asset backed security issuance
- 0190of which financial liabilities other than derivatives and short positions from intra-group entities
Columns
- 0040Weighted average original maturity
- 0050Weighted average residual maturity
A worked example
The first of its checks, with simple numbers.
Loans and deposits from intra-group entities, weighted average residual maturity must then be at least 0.
A file that reports 0 passes. One that reports -100 fails, by 100.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_68.00.w,r0140,c0050,} >= 0The next five:
{C_68.00.w,r0110,c0050,} >= 0{C_68.00.w,r0080,c0040,} >= 0{C_68.00.w,r0110,c0040,} >= 0{C_68.00.w,r0160,c0040,} >= 0{C_68.00.w,r0090,c0040,} >= 0And 22 more, the same formula for the other cells it covers.
Other rules on C 68.00.w
- Amount covered by a deposit guarantee scheme in accordance with Directive 2014/49/EU or an equivalent deposit guarantee scheme in a third co cannot be negative (v4346_s)Warning
- None of the 30 values it checks in concentration of funding can be negative (v4345_s)Warning
- Retail funding cannot be less than the sum of five rows (v8656_m)Warning
- Carrying amount received must equal the sum of its two parts (v10686_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.