Question ID:
Legal Act:
Regulation (EU) No 575/2013 (CRR)
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Article 428b
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations:
Regulation (EU) 2021/451 – ITS on supervisory reporting of institutions
Annex XII
Disclose name of institution / entity:
Type of submitter:
Credit institution
Subject Matter:
DPM 3.2 validation rule v11366_m for C84

This validation rule checks the following formula:


{C 84.00.z, r0120, c0030} = {C 84.00.x, r0010, c0020} * {C 84.00.w, r0220, c0040}


Our institution reports available funding for USD in datapoint in C 84.00.z, r0120, c0030}.  

However our institution does not have any required stable funding for USD to be reported in datapoint {C 84.00.x, r0010, c0020}. 

Therefore no USD NSFR ratio can be reported in datapoint {C 84.00.w, r0220, c0040}.

Question is how to report these figures to comply to this validation rule in case no required funding and NSFR ratio for USD can be reported?

Background on the question:

According to validation rule v11366_m the required stable USD funding reported in  datapoint {C 84.00.x, r0010, c0020} times the USD NSFR ratio reported in datapoint {C 84.00.w, r0220, c0040} should be equal to the available stable USD funding reported {C 84.00.z, r0120, c0030}.

Date of submission:
Published as Rejected Q&A
Rationale for rejection:

This question has been rejected because the issue it deals with is already explained or addressed in EBA Validation rules file published and regularly updated on the website. In particular, check field 'if value missing (but table prerequisites met)' of that file.

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Rejected question