Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total collateral swaps (counterparty is non-central bank) must equal the sum of its eight parts (C 75.01.w, EBA rule v7454_m)

A warning in the liquidity coverage ratio return (LCR), on template C 75.01.w, liquidity coverage, collateral swaps, significant currencies (DA).

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total collateral swaps (counterparty is non-central bank) must equal these eight added up:

  • Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed
  • Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed
  • Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed
  • Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral i
  • Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed
  • Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the followin
  • Totals for transactions in which other Level 2B assets are lent and the following collateral is borrowed
  • Totals for transactions in which non-liquid assets are lent and the following collateral is borrowed

EBA checks it for three columns: market value of collateral lent, market value of collateral borrowed and outflows. That makes three 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.

Outflows: TOTAL COLLATERAL SWAPS (counterparty is non-central bank) = Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed: + Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed: + Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed: + Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral i + Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed: + Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the followin + Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed: + Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:

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 75.01 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, collateral swaps, significant currencies (DA) (C 75.01.w)

Rows

  • 1370TOTAL COLLATERAL SWAPS (counterparty is non-central bank)
  • 1380Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
  • 1550Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:
  • 1720Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:
  • 1890Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral i
  • 2060Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:
  • 2230Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the followin
  • 2400Totals for transactions in which Other Level 2B assets are lent and the following collateral is borrowed:
  • 2570Totals for transactions in which Non-liquid assets are lent and the following collateral is borrowed:

Columns

  • 0010Market value of collateral lent
  • 0030Market value of collateral borrowed
  • 0070Outflows
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_75.01.w,r1370,c0070,} = {C_75.01.w,r1380,c0070,} + {C_75.01.w,r1550,c0070,} + {C_75.01.w,r1720,c0070,} + {C_75.01.w,r1890,c0070,} + {C_75.01.w,r2060,c0070,} + {C_75.01.w,r2230,c0070,} + {C_75.01.w,r2400,c0070,} + {C_75.01.w,r2570,c0070,}

The next two:

{C_75.01.w,r1370,c0030,} = {C_75.01.w,r1380,c0030,} + {C_75.01.w,r1550,c0030,} + {C_75.01.w,r1720,c0030,} + {C_75.01.w,r1890,c0030,} + {C_75.01.w,r2060,c0030,} + {C_75.01.w,r2230,c0030,} + {C_75.01.w,r2400,c0030,} + {C_75.01.w,r2570,c0030,}{C_75.01.w,r1370,c0010,} = {C_75.01.w,r1380,c0010,} + {C_75.01.w,r1550,c0010,} + {C_75.01.w,r1720,c0010,} + {C_75.01.w,r1890,c0010,} + {C_75.01.w,r2060,c0010,} + {C_75.01.w,r2230,c0010,} + {C_75.01.w,r2400,c0010,} + {C_75.01.w,r2570,c0010,}

Every LCR rule, by template

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