The rule in plain words
Secured cash 30 day ouflows must equal these six worked out:
- Outflows from secured lending and capital market-driven transactions
- Minus memorandum items secured by L1 excl. EHQCB
- Minus memorandum items secured by L1 EHQCB
- Minus memorandum items secured by L2A
- Minus memorandum items secured by L2B
- Minus memorandum items secured by non-liquid assets
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.A: Secured cash 30 day ouflows = C_73.00.A: OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS, Amount - (C_73.00.A: of which: secured by L1 excl. EHQCB, Amount + C_73.00.A: of which: secured by L1 EHQCB, Amount + C_73.00.A: of which: secured by L2A, Amount + C_73.00.A: of which: secured by L2B, Amount + C_73.00.A: of which: secured by non-liquid assets, Amount)
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 73.00 and 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, outflows, total (DA) (C 73.00.a)
Rows
- 0920OUTFLOWS FROM SECURED LENDING AND CAPITAL MARKET-DRIVEN TRANSACTIONS
- 1400of which: secured by L1 excl. EHQCB
- 1410of which: secured by L1 EHQCB
- 1420of which: secured by L2A
- 1430of which: secured by L2B
- 1440of which: secured by non-liquid assets
Column
- 0010Amount
Liquidity coverage, calculations, total (DA) (C 76.00.a)
Row
- 0070Secured cash 30 day ouflows
Column
- 0010Value / Percentage
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_76.00.a,r0070,c0010,} = {C_73.00.a,r0920,c0010,} - ({C_73.00.a,r1400,c0010,} + {C_73.00.a,r1410,c0010,} + {C_73.00.a,r1420,c0010,} + {C_73.00.a,r1430,c0010,} + {C_73.00.a,r1440,c0010,})Other rules on C 73.00.a
- The excess of funding to non-financial customers must equal the sum of its four parts (v7395_m)Warning
- Excess operational deposits: deposits by other customers must equal the sum of its two parts (v7394_m)Warning
- Excess operational deposits must equal the sum of its two parts (v7393_m)Warning
- If amount is zero or more, outflow cannot be negative (v7572_m)Warning
- Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship must equal the sum of its four parts (v7573_m)Warning
- Operational deposits maintained for clearing, custody, cash management or other comparable services in the context of an established operational relationship: applicable weight must be at least 0.05 (v7574_m)Warning
- Applicable weight must be at least 0.4 (v7575_m)Warning
- Applicable weight must be at least 0.25 (row 1060, v7576_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.