Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

None of the 261 values it checks in liquidity coverage, collateral swaps, total (DA) can be negative (C 75.01.a, EBA rule v7687_s)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

None of the values it checks in liquidity coverage, collateral swaps, total (DA) can be negative.

EBA checks it for three columns, all for cap on inflows: inflows subject to the 75%, inflows subject to the 90% and inflows exempted from the. And for 87 rows, from total collateral swaps (counterparty is central bank) (0010) to total collateral swaps with intragroup counterparties (2740). That makes 261 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.

Inflows subject to the 90% cap on inflows: Level 2B: asset-backed securities (residential or automobile, CQS1) >= 0

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 with the wrong sign in these cells, such as an amount entered as a negative number.
  3. 03EBA compares the values exactly here: there is no rounding tolerance.
  4. 04It runs only when your filing indicators mark C 75.01 as reported.
  5. 05This 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, total (DA) (C 75.01.a)

Rows

  • 0010TOTAL COLLATERAL SWAPS (counterparty is central bank)
  • 0020Totals for transactions in which Level 1 assets (excl. EHQ covered bonds) are lent and the following collateral is borrowed:
  • 0030Level 1 assets (excl. EHQ covered bonds)
  • 0050Level 1: extremely high quality covered bonds
  • 0070Level 2A assets
  • 0090Level 2B: asset-backed securities (residential or automobile, CQS1)
  • 0110Level 2B: high quality covered bonds
  • 0130Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
  • 0150Other Level 2B
  • 0170Non-liquid assets
  • 0190Totals for transactions in which Level 1: extremely high quality covered bonds are lent and the following collateral is borrowed:
  • 0220Level 1: extremely high quality covered bonds
  • 0240Level 2A assets
  • 0260Level 2B: asset-backed securities (residential or automobile, CQS1)
  • 0280Level 2B: high quality covered bonds
  • 0300Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
  • 0320Other Level 2B
  • 0340Non-liquid assets
  • 0360Totals for transactions in which Level 2A assets are lent and the following collateral is borrowed:
  • 0410Level 2A assets
  • 0430Level 2B: asset-backed securities (residential or automobile, CQS1)
  • 0450Level 2B: high quality covered bonds
  • 0470Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
  • 0490Other Level 2B
  • 0510Non-liquid assets
  • 0530Totals for transactions in which Level 2B: asset-backed securities (residential or automobile, CQS1) are lent and the following collateral i
  • 0600Level 2B: asset-backed securities (residential or automobile, CQS1)
  • 0620Level 2B: high quality covered bonds
  • 0640Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
  • 0660Other Level 2B
  • 0680Non-liquid assets
  • 0700Totals for transactions in which Level 2B: high quality covered bonds are lent and the following collateral is borrowed:
  • 0790Level 2B: high quality covered bonds
  • 0810Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
  • 0830Other Level 2B
  • 0850Non-liquid assets
  • 0870Totals for transactions in which Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1) are lent and the followin
  • 0980Level 2B: asset-backed securities (commercial or individuals, Member State, CQS1)
  • 1000Other Level 2B
  • 1020Non-liquid assets

And 47 more.

Columns

  • 0080Inflows subject to the 75% cap on inflows
  • 0090Inflows subject to the 90% cap on inflows
  • 0100Inflows exempted from the cap on inflows

A worked example

The first of its checks, with simple numbers.

What the rule then expects

Level 2B: asset-backed securities (residential or automobile, CQS1), inflows subject to the 90% cap on inflows must then be at least 0.

0Passes
-100Fails

A file that reports 0 passes. One that reports -100 fails, by 100.

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_75.01.a,r1960,c0090,} >= 0

The next five:

{C_75.01.a,r1040,c0080,} >= 0{C_75.01.a,r0090,c0090,} >= 0{C_75.01.a,r2210,c0080,} >= 0{C_75.01.a,r0660,c0090,} >= 0{C_75.01.a,r0870,c0090,} >= 0

And 255 more, the same formula for the other cells it covers.

Every LCR rule, by template

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