1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Qualifying CIU shares or units: underlying is extremely high quality covered bonds, applicable weight cannot be more than 0.88 (C 72.00.a, EBA rule v7565_m)

A warning in the liquidity coverage ratio return (LCR), on template C 72.00.a, liquidity coverage , liquid assets, total (DA).

The rule in plain words

Qualifying CIU shares or units: underlying is extremely high quality covered bonds, applicable weight cannot be more than 0.88.

How the Line4 Check report words itShow

Word for word as the report shows it when the rule fails.

Applicable weight: Qualifying CIU shares/units: underlying is extremely high quality covered bonds <= 0.88

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 outside the limit in these cells.
  3. 03If the value is a percentage, EBA expects it as a decimal: 12% is reported as 0.12.
  4. 04EBA compares the values exactly here: there is no rounding tolerance.
  5. 05It runs only when your filing indicators mark C 72.00 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 , liquid assets, total (DA) (C 72.00.a)

Row

  • 0200Qualifying CIU shares/units: underlying is extremely high quality covered bonds

Column

  • 0030Applicable weight

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Qualifying CIU shares or units: underlying is extremely high quality covered bonds, applicable weight can then be at most 0.88.

0.88Passes
0.98Fails

A file that reports 0.88 passes. One that reports 0.98 fails, by 0.1.

The numbers are illustrative.

Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{C_72.00.a,r0200,c0030,} <= 0.88

Every LCR rule, by template

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