Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Top ten issuers must equal the sum of its ten parts (C 71.00.w, EBA rule v10696_m)

A warning in the additional liquidity monitoring metrics return (ALMM), on template C 71.00.w, concentration of counterbalancing capacity by counterparty, significant currencies.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Top ten issuers must equal these ten added up:

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

EBA checks it for two columns: mtM value or nominal, and collateral value CB-eligible. That makes two 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.

Collateral value CB-eligible: TOP TEN ISSUERS = 01 + 02 + 03 + 04 + 05 + 06 + 07 + 08 + 09 + 10

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 71.00 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 counterbalancing capacity by counterparty, significant currencies (C 71.00.w)

Rows

  • 0010TOP TEN ISSUERS
  • 002001
  • 003002
  • 004003
  • 005004
  • 006005
  • 007006
  • 008007
  • 009008
  • 010009
  • 011010

Columns

  • 0080MtM value/nominal
  • 0090Collateral value CB-eligible
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}.

{C_71.00.w,r0010,c0090,} = {C_71.00.w,r0020,c0090,} + {C_71.00.w,r0030,c0090,} + {C_71.00.w,r0040,c0090,} + {C_71.00.w,r0050,c0090,} + {C_71.00.w,r0060,c0090,} + {C_71.00.w,r0070,c0090,} + {C_71.00.w,r0080,c0090,} + {C_71.00.w,r0090,c0090,} + {C_71.00.w,r0100,c0090,} + {C_71.00.w,r0110,c0090,}

The next one:

{C_71.00.w,r0010,c0080,} = {C_71.00.w,r0020,c0080,} + {C_71.00.w,r0030,c0080,} + {C_71.00.w,r0040,c0080,} + {C_71.00.w,r0050,c0080,} + {C_71.00.w,r0060,c0080,} + {C_71.00.w,r0070,c0080,} + {C_71.00.w,r0080,c0080,} + {C_71.00.w,r0090,c0080,} + {C_71.00.w,r0100,c0080,} + {C_71.00.w,r0110,c0080,}

Every ALMM rule, by template

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