The rule in plain words
Total unadjusted liquid assets must equal total unadjusted level 1 ASSETS plus total unadjusted level 2 ASSETS.
All the values are in the amount or market value column (0010) of C 72.00.w.
How the Line4 Check report words itShowHide
Word for word as the report shows it when the rule fails.
Amount/Market value: TOTAL UNADJUSTED LIQUID ASSETS = Total unadjusted level 1 ASSETS + Total unadjusted level 2 ASSETS
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Add up the parts in your file and compare the result with the total.
- 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.
- 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
- 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, significant currencies (DA) (C 72.00.w)
Rows
- 0010TOTAL UNADJUSTED LIQUID ASSETS
- 0020Total unadjusted level 1 ASSETS
- 0220Total unadjusted level 2 ASSETS
Column
- 0010Amount/Market value
A worked example
The first of its checks, with simple numbers.
Total unadjusted liquid assets must then be 2,000.
A file that reports 2,000 passes. One that reports 2,100 fails, by 100.
The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.
Show the rule as writtenShowHide
EBA's formula. Cells are written as {template, row, column, sheet}.
{C_72.00.w,r0010,c0010,} = {C_72.00.w,r0020,c0010,} + {C_72.00.w,r0220,c0010,}Other rules on C 72.00.w
- If amount or market value is zero or more, value according to Article 9 cannot be negative (v7597_m)Warning
- Total unadjusted level 1 assets excluding extremely high quality covered bonds must equal the sum of its 14 parts (row 0030, v7599_m)Warning
- Total unadjusted level 1 extremely high quality covered bonds must equal the sum of its three parts (row 0180, v7600_m)Warning
- Total unadjusted level 2A assets must equal the sum of its seven parts (row 0230, v7602_m)Warning
- Total unadjusted level 2B assets must equal the sum of its 16 parts (row 0310, v7603_m)Warning
- Applicable weight cannot be more than 1 (v7604_m)Warning
- Qualifying CIU shares or units: underlying is Level 1 assets excluding extremely high quality covered bonds, applicable weight cannot be more than 0.95 (v7605_m)Warning
- Applicable weight cannot be more than 0.8 (v7606_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.