Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 24 values it checks in concentration of counterbalancing capacity can be negative (C 71.00.a, EBA rule v4352_s)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in concentration of counterbalancing capacity can be negative.

The value is on the total currencies sheet (0010) of C 71.00.a.

EBA checks it for two columns: mtM value or nominal, and collateral value CB-eligible. And for twelve rows, from top ten issuers (0010) to all other items used as counterbalancing capacity (0120). That makes 24 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.

MtM value/nominal: 08, Total currencies >= 0

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Look for a value with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 71.00 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

Concentration of counterbalancing capacity by counterparty, total (C 71.00.a)

Rows

  • 0010TOP TEN ISSUERS
  • 002001
  • 003002
  • 004003
  • 005004
  • 006005
  • 007006
  • 008007
  • 009008
  • 010009
  • 011010
  • 0120ALL OTHER ITEMS USED AS COUNTERBALANCING CAPACITY

Columns

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

Sheet

  • 0010Total currencies

A worked example

The first of its checks, with simple numbers.

What the rule then expects

08, mtM value or nominal must then be at least 0.

0Passes
-100Fails

A file that reports 0 passes. One that reports -100 fails, by 100.

The numbers are illustrative.

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.a,r0090,c0080,s0010} >= 0

The next five:

{C_71.00.a,r0040,c0090,s0010} >= 0{C_71.00.a,r0070,c0080,s0010} >= 0{C_71.00.a,r0070,c0090,s0010} >= 0{C_71.00.a,r0120,c0080,s0010} >= 0{C_71.00.a,r0030,c0090,s0010} >= 0

And 18 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.