The rule in plain words
Outflow must equal amount times applicable weight.
EBA checks it for 87 rows, from deposits exempted from the calculation of outflows (0035) to non-liquid assets collateral (1100). That makes 87 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.
Trade finance off-balance sheet related products, Outflow = trade finance off-balance sheet related products, Amount × trade finance off-balance sheet related products, Applicable weight
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
- 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark C 73.00 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
Liquidity coverage, outflows, total (DA) (C 73.00.a)
Rows
- 0035deposits exempted from the calculation of outflows
- 0040deposits where the payout has been agreed within the following 30 days
- 0060category 1
- 0070category 2
- 0080stable deposits
- 0090derogated stable deposits
- 0100deposits in third countries where a higher outflow is applied
- 0110other retail deposits
- 0140covered by DGS
- 0150not covered by DGS
- 0170not treated as liquid assets for the depositing institution
- 0180treated as liquid assets for the depositing credit institution
- 0190maintained in the context of an established operational relationship (other) with non-financial customers
- 0200maintained to obtain cash clearing and central credit institution services within a network
- 0204deposits by financial customers
- 0206covered by DGS
- 0207not covered by DGS
- 0220correspondent banking and provisions of prime brokerage deposits
- 0230deposits by financial customers
- 0250covered by DGS
- 0260not covered by DGS
- 0280collateral other than Level 1 assets collateral posted for derivatives
- 0290Level 1 EHQ Covered Bonds assets collateral posted for derivatives
- 0300material outflows due to deterioration of own credit quality
- 0310impact of an adverse market scenario on derivatives transactions
- 0340outflows from derivatives
- 0360covered by collateralized SFT
- 0370other
- 0380callable excess collateral
- 0390due collateral
- 0400liquid asset collateral exchangable for non-liquid asset collateral
- 0420structured financing instruments
- 0430financing facilites
- 0450internal netting of client´s positions
- 0480to retail customers
- 0490to non-financial customers other than retail customers
- 0510for funding promotional loans of retail customers
- 0520for funding promotional loans of non-financial customers
- 0530other
- 0540to regulated institutions other than credit institutions
And 47 more.
Columns
- 0010Amount
- 0050Applicable weight
- 0060Outflow
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_73.00.a,r0860,c0060,} = {C_73.00.a,r0860,c0010,} * {C_73.00.a,r0860,c0050,}The next five:
{C_73.00.a,r0370,c0060,} = {C_73.00.a,r0370,c0010,} * {C_73.00.a,r0370,c0050,}{C_73.00.a,r0640,c0060,} = {C_73.00.a,r0640,c0010,} * {C_73.00.a,r0640,c0050,}{C_73.00.a,r0550,c0060,} = {C_73.00.a,r0550,c0010,} * {C_73.00.a,r0550,c0050,}{C_73.00.a,r0710,c0060,} = {C_73.00.a,r0710,c0010,} * {C_73.00.a,r0710,c0050,}{C_73.00.a,r0380,c0060,} = {C_73.00.a,r0380,c0010,} * {C_73.00.a,r0380,c0050,}And 81 more, the same formula for the other cells it covers.
Other rules on C 73.00.a
- Counterparty is non-central bank must equal the sum of its eight parts (row 1020, v4507_m)Warning
- Counterparty is central bank must equal the sum of its eight parts (v4505_m)Warning
- Outflows from secured lending and capital market-driven transactions must equal the sum of its two parts (row 0920, v4504_m)Warning
- Other liabilities and due commitments must equal the sum of its five parts (v4503_m)Warning
- Other products and services must equal the sum of its nine parts (v4500_m)Warning
- Liquidity facilities: to credit institutions must equal the sum of its three parts (v4499_m)Warning
- To SSPEs must equal the sum of its two parts (v4498_m)Warning
- Liquidity facilities must equal the sum of its eight parts (v4497_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.