The rule in plain words
Applicable weight must be at least 0.2.
EBA checks it for three rows: deposits by other customers covered by DGS (0206), deposits by other customers covered by DGS (0250) and collateral other than Level 1 assets collateral posted for derivatives. That makes three checks. A failure names the one that failed.
How the Line4 Check report words itShowHide
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.
Applicable weight: covered by DGS >= 0.2
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 73.00 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, outflows, total (DA) (C 73.00.a)
Rows
- 0206covered by DGS
- 0250covered by DGS
- 0280collateral other than Level 1 assets collateral posted for derivatives
Column
- 0050Applicable weight
A worked example
The first of its checks, with simple numbers.
Deposits by other customers covered by DGS, applicable weight must then be at least 0.2.
A file that reports 0.2 passes. One that reports 0.1 fails, by 0.1.
The numbers are illustrative.
Show the rule as writtenShowHide
EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.
{C_73.00.a,r0206,c0050,} >= 0.2The next two:
{C_73.00.a,r0250,c0050,} >= 0.2{C_73.00.a,r0280,c0050,} >= 0.2Other rules on C 73.00.a
- Applicable weight must be at least 0.25 (row 1090, v7585_m)Warning
- To credit institutions: applicable weight must be at least 0.05 (v7587_m)Warning
- Applicable weight must be at least 0.75 (v7584_m)Warning
- If amount is zero or more, applicable weight cannot be negative (v7583_m)Warning
- Category 2, applicable weight must be between 0.15 and 0.2 (v7582_m)Warning
- Category 1, applicable weight must be between 0.1 and 0.15 (v7581_m)Warning
- Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral, applicable weight must be at least 0.35 (v7580_m)Warning
- Applicable weight must be at least 0.25 (row 1070, v7579_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.
