The rule in plain words
L1 excl. EHQCB "adjusted amount" must equal these five worked out:
- L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
- Minus L1 excl. EHQCB collateral 30 day outflows
- L1 excl. EHQCB collateral 30 day inflows
- Minus secured cash 30 day ouflows
- Secured cash 30 day inflows
All the values are in the value / percentage column (0010) of C 76.00.w.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
L1 excl. EHQCB "adjusted amount" = L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted - L1 excl. EHQCB collateral 30 day outflows + L1 excl. EHQCB collateral 30 day inflows - Secured cash 30 day ouflows + Secured cash 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, significant currencies (DA) (C 76.00.w)
Rows
- 0040L1 excl. EHQCB liquidity buffer (value according to Article 9): unadjusted
- 0050L1 excl. EHQCB collateral 30 day outflows
- 0060L1 excl. EHQCB collateral 30 day inflows
- 0070Secured cash 30 day ouflows
- 0080Secured cash 30 day inflows
- 0091L1 excl. EHQCB "adjusted amount"
Column
- 0010Value / Percentage
A worked example
The first of its checks, with simple numbers.
L1 excl. EHQCB "adjusted amount" must then be 700.
A file that reports 700 passes. One that reports 800 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.w,r0091,c0010,} = {C_76.00.w,r0040,c0010,} - {C_76.00.w,r0050,c0010,} + {C_76.00.w,r0060,c0010,} - {C_76.00.w,r0070,c0010,} + {C_76.00.w,r0080,c0010,}Other rules on C 76.00.w
- 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 (v4696_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 (v4701_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 (v4706_m)Warning
- Net liquidity outflow must equal a calculation over four rows (C 76.00.y, v4714_m)Warning
- Excess liquid asset amount must equal a calculation over five terms (v10200_m)Warning
- Liquidity buffer must equal a calculation over five terms (C 76.00.y, v10201_m)Warning
- Reduction for fully Exempt inflows must equal the smaller of two values (v10202_m)Warning
- Reduction for inflows subject to 90% cap must equal the smaller of two values (v10203_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.