Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 26 values it checks in asset encumbrance: maturity data (a) can be negative (F 33.00.a, EBA rule v4374_s)

A warning in the asset encumbrance return (AE), on template F 33.00.a, asset encumbrance: maturity data (a).

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in asset encumbrance: maturity data (a) can be negative.

EBA checks it for 13 columns, from open maturity (0010) to >10yrs (0130). And for two rows: encumbered assets and collateral received re-used (re-using leg). That makes 26 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.

>6mths <=1yr: Collateral received re-used (re-using leg) >= 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark F 33.00 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: maturity data (a) (F 33.00.a)

Rows

  • 0010Encumbered assets
  • 0030Collateral received re-used (re-using leg)

Columns

  • 0010Open maturity
  • 0020Overnight
  • 0030>1day <=1wk
  • 0040>1wk <=2wks
  • 0050>2wks <=1mth
  • 0060>1mth <=3mths
  • 0070>3mths <=6mths
  • 0080>6mths <=1yr
  • 0090>1yr <=2yrs
  • 0100>2yrs <=3yrs
  • 01103yrs <=5yrs
  • 01205yrs <=10yrs
  • 0130>10yrs

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Collateral received re-used (re-using leg), >6mths <=1yr must then be at least 0.

0Passes
-100Fails

A file that reports 0 passes. One that reports -100 fails, by 100.

The numbers are illustrative.

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_33.00.a,r0030,c0080,} >= 0

The next five:

{F_33.00.a,r0030,c0110,} >= 0{F_33.00.a,r0030,c0070,} >= 0{F_33.00.a,r0010,c0130,} >= 0{F_33.00.a,r0030,c0050,} >= 0{F_33.00.a,r0030,c0100,} >= 0

And 20 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.