The rule in plain words
Liquidity coverage ratio (%) must be at least 1.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
LIQUIDITY COVERAGE RATIO (%) >= 1
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 76.00 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, calculations, total (DA) (C 76.00.a)
Row
- 0030LIQUIDITY COVERAGE RATIO (%)
Column
- 0010Value / Percentage
A worked example
The first of its checks, with simple numbers.
What the rule then expects
Liquidity coverage ratio (%) must then be at least 1.
1Passes
0.9Fails
A file that reports 1 passes. One that reports 0.9 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_76.00.a,r0030,c0010,} >= 1Other rules on C 76.00.a
- Excess liquid asset amount must equal a calculation over five terms (v10187_m)Warning
- Liquidity buffer must equal a calculation over five terms (C 76.00.b, v10188_m)Warning
- Reduction for fully Exempt inflows must equal the smaller of two values (v10189_m)Warning
- Reduction for inflows subject to 90% cap must equal the smaller of two values (v10190_m)Warning
- Reduction for inflows subject to 75% cap must equal the smaller of two values (v10191_m)Warning
- Net liquidity outflow must equal a calculation over four rows (C 76.00.b, v4575_m)Warning
- L2B "adjusted amount" must equal L2B according to Article 9: unadjusted minus L2B collateral 30 day outflows plus L2B collateral 30 day inflows (v4567_m)Warning
- L2A "adjusted amount" must equal L2A according to Article 9: unadjusted minus L2A collateral 30 day outflows plus L2A collateral 30 day inflows (v4562_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.