The rule in plain words
Net liquidity outflow must equal these four worked out:
- Total outflows
- Minus reduction for fully Exempt inflows
- Minus reduction for inflows subject to 90% cap
- Minus reduction for inflows subject to 75% cap
All the values are in the value / percentage column (0010).
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
C_76.00.B: NET LIQUIDITY OUTFLOW = C_76.00.A: Total Outflows - C_76.00.A: Reduction for Fully Exempt Inflows - C_76.00.A: Reduction for Inflows Subject to 90% Cap - C_76.00.A: Reduction for Inflows Subject to 75% Cap
What to do if your filing fails it
- 01Open the templates 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
- 0300Total Outflows
- 0340Reduction for Fully Exempt Inflows
- 0350Reduction for Inflows Subject to 90% Cap
- 0360Reduction for Inflows Subject to 75% Cap
Column
- 0010Value / Percentage
Liquidity coverage, calculations, total (DA) (C 76.00.b)
Row
- 0370NET LIQUIDITY OUTFLOW
Column
- 0010Value / Percentage
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_76.00.b,r0370,c0010,} = {C_76.00.a,r0300,c0010,} - {C_76.00.a,r0340,c0010,} - {C_76.00.a,r0350,c0010,} - {C_76.00.a,r0360,c0010,}Other rules on C 76.00.a
- 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
- 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
- L1 EHQCB "adjusted amount" must equal L1 EHQCB value according to Article 9: unadjusted minus L1 EHQCB collateral 30 day outflows plus L1 EHQCB collateral 30 day inflows (v4557_m)Warning
- L1 excl. EHQCB "adjusted amount" must equal a calculation over five rows (v4554_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.