Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Applicable weight cannot be more than 0.85 (C 72.00.w, EBA rule v7607_m)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

Applicable weight cannot be more than 0.85.

EBA checks it for five rows: regional government / local authorities or public sector entity assets (Member State, RW20%), central bank or central / regional government or local authorities or public sector entity assets (third country, RW20%), high quality covered bonds (CQS2), high quality covered bonds (third country, CQS1), and corporate debt securities (CQS1). That makes five 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.

Applicable weight: High quality covered bonds (CQS2) <= 0.85

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, significant currencies (DA) (C 72.00.w)

Rows

  • 0240Regional government / local authorities or Public Sector Entity assets (Member State, RW20%)
  • 0250Central bank or central / regional government or local authorities or Public Sector Entity assets (Third Country, RW20%)
  • 0260High quality covered bonds (CQS2)
  • 0270High quality covered bonds (Third Country, CQS1)
  • 0280Corporate debt securities (CQS1)

Column

  • 0030Applicable weight

A worked example

The first of its checks, with simple numbers.

What the rule then expects

High quality covered bonds (CQS2), applicable weight can then be at most 0.85.

0.85Passes
0.95Fails

A file that reports 0.85 passes. One that reports 0.95 fails, by 0.1.

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_72.00.w,r0260,c0030,} <= 0.85

The next four:

{C_72.00.w,r0240,c0030,} <= 0.85{C_72.00.w,r0280,c0030,} <= 0.85{C_72.00.w,r0270,c0030,} <= 0.85{C_72.00.w,r0250,c0030,} <= 0.85

Every LCR rule, by template

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