The rule in plain words
Qualifying CIU shares or units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (he, applicable weight cannot be more than 0.45.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Applicable weight: Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (he <= 0.45
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value outside the limit in these cells.
- 03If the value is a percentage, EBA expects it as a decimal: 12% is reported as 0.12.
- 04EBA compares the values exactly here: there is no rounding tolerance.
- 05It runs only when your filing indicators mark C 72.00 as reported.
- 06This 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 , liquid assets, total (DA) (C 72.00.a)
Row
- 0440Qualifying CIU shares/units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (he
Column
- 0030Applicable weight
A worked example
The first of its checks, with simple numbers.
Qualifying CIU shares or units: underlying is corporate debt securities (CQS2/3), shares (major stock index) or non-interest bearing assets (he, applicable weight can then be at most 0.45.
A file that reports 0.45 passes. One that reports 0.55 fails, by 0.1.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_72.00.a,r0440,c0030,} <= 0.45Other rules on C 72.00.a
- Qualifying CIU shares or units: underlying is asset-backed securities (commercial or individuals, Member State, CQS1), applicable weight cannot be more than 0.6 (v7569_m)Warning
- If amount or market value is zero or more, applicable weight cannot be negative (v7571_m)Warning
- Applicable weight cannot be more than 0.5 (v7568_m)Warning
- Applicable weight cannot be more than 0.65 (v7567_m)Warning
- Applicable weight cannot be more than 0.7 (v7566_m)Warning
- Qualifying CIU shares or units: underlying is extremely high quality covered bonds, applicable weight cannot be more than 0.88 (v7565_m)Warning
- Extremely high quality covered bonds, applicable weight cannot be more than 0.93 (v7564_m)Warning
- Applicable weight cannot be more than 0.75 (v7563_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.