Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Additional outflows must equal the sum of its eleven parts (C 73.00.w, EBA rule v4629_m)

A warning in the liquidity coverage ratio return (LCR), on template C 73.00.w, liquidity coverage, outflows, significant currencies (DA).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Additional outflows must equal these eleven added up:

  • Outflows from derivatives
  • Level 1 EHQ covered bonds assets collateral posted for derivatives
  • Collateral other than Level 1 assets collateral posted for derivatives
  • Callable excess collateral
  • Liquid asset collateral exchangable for non-liquid asset collateral
  • Impact of an adverse market scenario on derivatives transactions
  • Due collateral
  • Material outflows due to deterioration of own credit quality
  • Loss of funding on structured financing activites
  • Internal netting of client´s positions
  • Short positions

EBA checks it for two columns: amount and outflow. 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.

Outflow: Additional outflows = outflows from derivatives + Level 1 EHQ Covered Bonds assets collateral posted for derivatives + collateral other than Level 1 assets collateral posted for derivatives + callable excess collateral + liquid asset collateral exchangable for non-liquid asset collateral + impact of an adverse market scenario on derivatives transactions + due collateral + material outflows due to deterioration of own credit quality + loss of funding on structured financing activites + internal netting of client´s positions + short positions

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 73.00 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

Liquidity coverage, outflows, significant currencies (DA) (C 73.00.w)

Rows

  • 0270Additional outflows
  • 0280collateral other than Level 1 assets collateral posted for derivatives
  • 0290Level 1 EHQ Covered Bonds assets collateral posted for derivatives
  • 0300material outflows due to deterioration of own credit quality
  • 0310impact of an adverse market scenario on derivatives transactions
  • 0340outflows from derivatives
  • 0350short positions
  • 0380callable excess collateral
  • 0390due collateral
  • 0400liquid asset collateral exchangable for non-liquid asset collateral
  • 0410loss of funding on structured financing activites
  • 0450internal netting of client´s positions

Columns

  • 0010Amount
  • 0060Outflow
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_73.00.w,r0270,c0060,} = sum({C_73.00.w,r0340,c0060,},{C_73.00.w,r0290,c0060,},{C_73.00.w,r0280,c0060,},{C_73.00.w,r0380,c0060,},{C_73.00.w,r0400,c0060,},{C_73.00.w,r0310,c0060,},{C_73.00.w,r0390,c0060,},{C_73.00.w,r0300,c0060,},{C_73.00.w,r0410,c0060,},{C_73.00.w,r0450,c0060,},{C_73.00.w,r0350,c0060,})

The next one:

{C_73.00.w,r0270,c0010,} = sum({C_73.00.w,r0350,c0010,},{C_73.00.w,r0400,c0010,},{C_73.00.w,r0410,c0010,},{C_73.00.w,r0380,c0010,},{C_73.00.w,r0300,c0010,},{C_73.00.w,r0390,c0010,},{C_73.00.w,r0280,c0010,},{C_73.00.w,r0290,c0010,},{C_73.00.w,r0450,c0010,},{C_73.00.w,r0340,c0010,},{C_73.00.w,r0310,c0010,})

Every LCR rule, by template

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