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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Estimated early termination amount must equal the larger of two values (EBA rule v6518_m)

A warning in the resolution planning: organisation and liabilities return (RESOL1), on template Z 15.00, derivatives (LIAB-G 5).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Estimated early termination amount must equal the larger of net Mark-to-market value minus value of net collateral posted plus estimated close-out amount and 0.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Estimated Early Termination Amount = the larger of Net Mark-to-Market Value - Value of Net Collateral Posted + Estimated Close-Out Amount and 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Work out both sides from your file, as the rule in plain words sets out, and compare them.
  3. 03EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark Z 15.00 as reported.
  5. 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

Derivatives (LIAB-G 5) (Z 15.00)

Columns

  • 0120Net Mark-to-Market Value
  • 0130Value of Net Collateral Posted
  • 0140Estimated Close-Out Amount
  • 0150Estimated Early Termination Amount
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{Z_15.00,,c0150,} = max(({Z_15.00,,c0120,} - {Z_15.00,,c0130,} + {Z_15.00,,c0140,}),0)

Every RESOL1 rule, by template

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