Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Applicable weight cannot be more than 0.65 (C 72.00.w, EBA rule v7612_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 0.65.

EBA checks it for two rows: asset-backed securities (commercial or individuals, Member State, CQS1), and qualifying CIU shares or units: underlying is high quality covered bonds (RW35%). 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.

Applicable weight: Qualifying CIU shares/units: underlying is high quality covered bonds (RW35%) <= 0.65

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

  • 0350Asset-backed securities (commercial or individuals, Member State, CQS1)
  • 0420Qualifying CIU shares/units: underlying is high quality covered bonds (RW35%)

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 high quality covered bonds (RW35%), applicable weight can then be at most 0.65.

0.65Passes
0.75Fails

A file that reports 0.65 passes. One that reports 0.75 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,r0420,c0030,} <= 0.65

The next one:

{C_72.00.w,r0350,c0030,} <= 0.65

Every LCR rule, by template

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