The rule in plain words
L1 EHQCB "adjusted amount" must equal these three worked out:
- L1 EHQCB value according to Article 9: unadjusted
- Minus L1 EHQCB collateral 30 day outflows
- L1 EHQCB collateral 30 day inflows
All the values are in the value / percentage column (0010) of C 76.00.a.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
L1 EHQCB "adjusted amount" = L1 EHQCB value according to Article 9: unadjusted - L1 EHQCB collateral 30 day outflows + L1 EHQCB collateral 30 day inflows
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 76.00 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, calculations, total (DA) (C 76.00.a)
Rows
- 0100L1 EHQCB value according to Article 9: unadjusted
- 0110L1 EHQCB collateral 30 day outflows
- 0120L1 EHQCB collateral 30 day inflows
- 0131L1 EHQCB "adjusted amount"
Column
- 0010Value / Percentage
A worked example
The first of its checks, with simple numbers.
L1 EHQCB "adjusted amount" must then be 850.
A file that reports 850 passes. One that reports 950 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_76.00.a,r0131,c0010,} = {C_76.00.a,r0100,c0010,} - {C_76.00.a,r0110,c0010,} + {C_76.00.a,r0120,c0010,}Other rules on C 76.00.a
- L1 excl. EHQCB "adjusted amount" must equal a calculation over five rows (v4554_m)Warning
- L2A "adjusted amount" must equal L2A according to Article 9: unadjusted minus L2A collateral 30 day outflows plus L2A collateral 30 day inflows (v4562_m)Warning
- L2B "adjusted amount" must equal L2B according to Article 9: unadjusted minus L2B collateral 30 day outflows plus L2B collateral 30 day inflows (v4567_m)Warning
- Net liquidity outflow must equal a calculation over four rows (C 76.00.b, v4575_m)Warning
- Liquidity coverage ratio must be at least 1 (v7596_m)Warning
- Excess liquid asset amount must equal a calculation over five terms (v10187_m)Warning
- Liquidity buffer must equal a calculation over five terms (C 76.00.b, v10188_m)Warning
- Reduction for fully Exempt inflows must equal the smaller of two values (v10189_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.