The rule in plain words
Outflows must equal these three added up:
- Outflows from unsecured transactions or deposits
- Outflows from secured lending and capital market-driven transactions
- Total outflows from collateral swaps
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Outflow: OUTFLOWS = OUTFLOWS FROM UNSECURED TRANSACTIONS/DEPOSITS + OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS + TOTAL OUTFLOWS FROM COLLATERAL SWAPS
What to do if your filing fails it
- 01Open the template 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- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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 C 73.00 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
Liquidity coverage, outflows, total (DA) (C 73.00.a)
Rows
- 0010OUTFLOWS
- 0020OUTFLOWS FROM UNSECURED TRANSACTIONS/DEPOSITS
- 0920OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS
- 1130TOTAL OUTFLOWS FROM COLLATERAL SWAPS
Column
- 0060Outflow
A worked example
The first of its checks, with simple numbers.
Illustrative values
Outflows from unsecured transactions or deposits1,200
Outflows from secured lending and capital market-driven transactions800
Total outflows from collateral swaps450
Together2,450
What the rule then expects
Outflows must then be 2,450.
2,450Passes
2,550Fails
A file that reports 2,450 passes. One that reports 2,550 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}.
{C_73.00.a,r0010,c0060,} = {C_73.00.a,r0020,c0060,} + {C_73.00.a,r0920,c0060,} + {C_73.00.a,r1130,c0060,}Other rules on C 73.00.a
- Outflows from unsecured transactions or deposits must equal the sum of its eight parts (v4482_m)Warning
- Retail deposits must equal the sum of its seven parts (v4483_m)Warning
- Deposits subject to higher outflows must equal category 1 plus category 2 (v4484_m)Warning
- Operational deposits must equal the sum of its four parts (v4485_m)Warning
- Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship must equal the sum of its two parts (v4486_m)Warning
- Operational deposits maintained in the context of IPS or a cooperative network must equal the sum of its two parts (v4487_m)Warning
- Non-operational deposits must equal the sum of its three parts (v4488_m)Warning
- Non-operational deposits: deposits by other customers must equal the sum of its two parts (v4489_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.