1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral, applicable weight must be at least 0.35 (C 73.00.a, EBA rule v7580_m)

A warning in the liquidity coverage ratio return (LCR), on template C 73.00.a, liquidity coverage, outflows, total (DA).

The rule in plain words

Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral, applicable weight must be at least 0.35.

How the Line4 Check report words itShow

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

Applicable weight: level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral >= 0.35

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 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, total (DA) (C 73.00.a)

Row

  • 1080level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral

Column

  • 0050Applicable weight

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Level 2B asset-backed securities (commercial or individuals, Member State, CQS1) collateral, applicable weight must then be at least 0.35.

0.35Passes
0.25Fails

A file that reports 0.35 passes. One that reports 0.25 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_73.00.a,r1080,c0050,} >= 0.35

Every LCR rule, by template

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