The rule in plain words

Deposits, not covered and not preferential must equal these four added up:

Residual maturity <= 1 month
Residual maturity > 1 month < 1 year
Residual maturity >= 1 year and < 2 years
Residual maturity >= 2 years

EBA checks it for twelve columns, from outstanding amount (0010) to outstanding amount (0110). That makes twelve checks. A failure names the one that failed.

How the Line4 Check report words itShow

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.

Outstanding Amount: Deposits, not covered and not preferential = of which: residual maturity <= 1 month + of which: residual maturity > 1 month < 1 year + of which: residual maturity >= 1 year and < 2 years + of which: residual maturity >= 2 years

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03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 Z 02.00 as reported.
06This is a blocking check. A filing that fails it is normally rejected, so fix it before you submit.

The cells it reads

Liability structure (LIAB) (Z 02.00.a)

Rows

0320Deposits, not covered and not preferential
0321of which: residual maturity <= 1 month
0322of which: residual maturity > 1 month < 1 year
0323of which: residual maturity >= 1 year and < 2 years
0324of which: residual maturity >= 2 years

Columns

0010Outstanding Amount
0020Outstanding Amount
0030Outstanding Amount
0040Outstanding Amount
0050Outstanding Amount
0055Outstanding Amount
0060Outstanding Amount
0070Outstanding Amount
0080Outstanding Amount
0090Outstanding Amount
0100Outstanding Amount
0110Outstanding Amount

A worked example

The first of its checks, with simple numbers.

Illustrative values

residual maturity <= 1 month1,200

residual maturity > 1 month < 1 year800

residual maturity >= 1 year and < 2 years450

residual maturity >= 2 years300

Together2,750

What the rule then expects

Deposits, not covered and not preferential must then be 2,750.

2,750Passes

2,850Fails

A file that reports 2,750 passes. One that reports 2,850 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{Z_02.00.a,r0320,c0055,} = {Z_02.00.a,r0321,c0055,} + {Z_02.00.a,r0322,c0055,} + {Z_02.00.a,r0323,c0055,} + {Z_02.00.a,r0324,c0055,}

The next five:

{Z_02.00.a,r0320,c0010,} = {Z_02.00.a,r0321,c0010,} + {Z_02.00.a,r0322,c0010,} + {Z_02.00.a,r0323,c0010,} + {Z_02.00.a,r0324,c0010,}

{Z_02.00.a,r0320,c0040,} = {Z_02.00.a,r0321,c0040,} + {Z_02.00.a,r0322,c0040,} + {Z_02.00.a,r0323,c0040,} + {Z_02.00.a,r0324,c0040,}

{Z_02.00.a,r0320,c0050,} = {Z_02.00.a,r0321,c0050,} + {Z_02.00.a,r0322,c0050,} + {Z_02.00.a,r0323,c0050,} + {Z_02.00.a,r0324,c0050,}

{Z_02.00.a,r0320,c0110,} = {Z_02.00.a,r0321,c0110,} + {Z_02.00.a,r0322,c0110,} + {Z_02.00.a,r0323,c0110,} + {Z_02.00.a,r0324,c0110,}

{Z_02.00.a,r0320,c0090,} = {Z_02.00.a,r0321,c0090,} + {Z_02.00.a,r0322,c0090,} + {Z_02.00.a,r0323,c0090,} + {Z_02.00.a,r0324,c0090,}

And 6 more, the same formula for the other cells it covers.

Every RESOL1 rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.

Deposits, not covered and not preferential must equal the sum of its four parts (Z 02.00.a, EBA rule v6498_m)

The rule in plain words

What to do if your filing fails it

The cells it reads

A worked example

Other rules on Z 02.00.a