Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total funding, 6 months: if volume is more than zero, spread must be reported (C 69.00.a, EBA rule v10621_m)

A warning in the additional liquidity monitoring metrics return (ALMM), on template C 69.00.a, prices for various lengths of funding, total.

Check your file against this ruleWhat to do if it fails

The rule in plain words

For total funding, 6 months: if volume is more than zero, spread must be reported.

All the values are on the total currencies sheet (0010) of C 69.00.a.

EBA checks it for seven rows: retail funding, unsecured wholesale funding, senior unsecured securities, secured funding (non-central Bank), covered bonds, asset backed securities including ABCP and other funding. That makes seven checks. A failure names the one that failed.

How the Line4 Check report words itShow

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.

If Secured funding (non-Central Bank), Volume, Total currencies > 0, then Secured funding (non-Central Bank), Spread, Total currencies is reported

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02The check applies only when its first part holds in your file. When it does, the second part must hold too: fix the second part, or correct the first.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 69.00 as reported.
  5. 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

Prices for various lengths of funding, total (C 69.00.a)

Rows

  • 0020Retail funding
  • 0030Unsecured wholesale funding
  • 0035of which: Senior unsecured securities
  • 0045Secured funding (non-Central Bank)
  • 0065of which: Covered bonds
  • 0075of which: Asset backed securities including ABCP
  • 0080Other Funding

Columns

  • 0090Spread
  • 0100Volume

Sheet

  • 0010Total currencies
Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

if ({C_69.00.a,r0045,c0100,s0010} > 0) then (not(empty({C_69.00.a,r0045,c0090,s0010}))) else True

The next five:

if ({C_69.00.a,r0030,c0100,s0010} > 0) then (not(empty({C_69.00.a,r0030,c0090,s0010}))) else Trueif ({C_69.00.a,r0065,c0100,s0010} > 0) then (not(empty({C_69.00.a,r0065,c0090,s0010}))) else Trueif ({C_69.00.a,r0035,c0100,s0010} > 0) then (not(empty({C_69.00.a,r0035,c0090,s0010}))) else Trueif ({C_69.00.a,r0075,c0100,s0010} > 0) then (not(empty({C_69.00.a,r0075,c0090,s0010}))) else Trueif ({C_69.00.a,r0080,c0100,s0010} > 0) then (not(empty({C_69.00.a,r0080,c0090,s0010}))) else True

And 1 more, the same formula for the other cells it covers.

Every ALMM rule, by template

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