The rule in plain words
None of the values it checks in liquidity coverage, inflows, total (DA) can be negative.
EBA checks it for three columns, all for cap on inflows: subject to the 75%, subject to the 90% and exempted from the. And for 18 rows, from collateral received meets operational requirements (0271) to memorandum items secured by L2B (0560). That makes 54 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.
Subject to the 75% cap on inflows: of which collateral received meets operational requirements >= 0
What to do if your filing fails it
- 01Open the template below and find the cells the rule reads.
- 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
- 03EBA compares the values exactly here: there is no rounding tolerance.
- 04It runs only when your filing indicators mark C 74.00 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, inflows, total (DA) (C 74.00.a)
Rows
- 0271of which collateral received meets operational requirements
- 0275of which collateral received meets operational requirements
- 0279of which collateral received meets operational requirements
- 0283of which collateral received meets operational requirements
- 0287of which collateral received meets operational requirements
- 0291of which collateral received meets operational requirements
- 0295of which collateral received meets operational requirements
- 0311of which collateral received meets operational requirements
- 0315of which collateral received meets operational requirements
- 0319of which collateral received meets operational requirements
- 0323of which collateral received meets operational requirements
- 0327of which collateral received meets operational requirements
- 0331of which collateral received meets operational requirements
- 0335of which collateral received meets operational requirements
- 0530of which: secured by L1 excl. EHQCB
- 0540of which: secured by L1 EHQCB
- 0550of which: secured by L2A
- 0560of which: secured by L2B
Columns
- 0110Subject to the 75% cap on inflows
- 0120Subject to the 90% cap on inflows
- 0130Exempted from the cap on inflows
A worked example
The first of its checks, with simple numbers.
Collateral received meets operational requirements, subject to the 75% cap on inflows must then be at least 0.
A file that reports 0 passes. One that reports -100 fails, by 100.
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_74.00.a,r0335,c0110,} >= 0The next five:
{C_74.00.a,r0560,c0110,} >= 0{C_74.00.a,r0291,c0110,} >= 0{C_74.00.a,r0283,c0120,} >= 0{C_74.00.a,r0291,c0130,} >= 0{C_74.00.a,r0540,c0110,} >= 0And 48 more, the same formula for the other cells it covers.
Other rules on C 74.00.a
- None of the 93 values it checks in liquidity coverage, inflows, total (DA) can be negative (v7766_s)Warning
- None of the 129 values it checks in liquidity coverage, inflows, total (DA) can be negative (v7765_s)Warning
- None of the 183 values it checks in liquidity coverage, inflows, total (DA) can be negative (v7764_s)Warning
- None of the 237 values it checks in liquidity coverage, inflows, total (DA) can be negative (v7763_s)Warning
- Subject to the 75% cap on inflows: if amount is zero or more, applicable weight cannot be negative (v7595_m)Warning
- Monies due from financial customers being classified as operational deposits where the credit institution is not able to establish a corresp cannot be more than 0.05 (v7594_m)Warning
- Loans with an undefined contractual end date cannot be more than 0.2 (v7593_m)Warning
- Subject to the 75% cap on inflows cannot be more than 0.5, and subject to the 90% cap on inflows cannot be more than 0.5, and exempted from the cap on inflows cannot be more than 0.5 (v7592_m)Warning
Checks like this one, run at the point of submission, are the first step to real-time supervision.