Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Top ten counterparties each greater than 1% of total liabilities must equal the sum of its ten parts (C 67.00.a, EBA rule v10615_m)

A warning in the additional liquidity monitoring metrics return (ALMM), on template C 67.00.a, concentration of funding by counterparty, total.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Top ten counterparties each greater than 1% of total liabilities must equal these ten added up:

  • 01
  • 02
  • 03
  • 04
  • 05
  • 06
  • 07
  • 08
  • 09
  • 10

All the values are in the amount received column (0060) and on the total currencies sheet (0010) of C 67.00.a.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Amount Received: TOP TEN COUNTERPARTIES EACH GREATER THAN 1% OF TOTAL LIABILITIES, Total currencies = 01, Total currencies + 02, Total currencies + 03, Total currencies + 04, Total currencies + 05, Total currencies + 06, Total currencies + 07, Total currencies + 08, Total currencies + 09, Total currencies + 10, Total currencies

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 67.00 as reported.
  6. 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

Concentration of funding by counterparty, total (C 67.00.a)

Rows

  • 0010TOP TEN COUNTERPARTIES EACH GREATER THAN 1% OF TOTAL LIABILITIES
  • 002001
  • 003002
  • 004003
  • 005004
  • 006005
  • 007006
  • 008007
  • 009008
  • 010009
  • 011010

Column

  • 0060Amount Received

Sheet

  • 0010Total currencies
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{C_67.00.a,r0010,c0060,s0010} = {C_67.00.a,r0020,c0060,s0010} + {C_67.00.a,r0030,c0060,s0010} + {C_67.00.a,r0040,c0060,s0010} + {C_67.00.a,r0050,c0060,s0010} + {C_67.00.a,r0060,c0060,s0010} + {C_67.00.a,r0070,c0060,s0010} + {C_67.00.a,r0080,c0060,s0010} + {C_67.00.a,r0090,c0060,s0010} + {C_67.00.a,r0100,c0060,s0010} + {C_67.00.a,r0110,c0060,s0010}

Every ALMM rule, by template

Checks like this one, run at the point of submission, are the first step to real-time supervision.