Line4

2 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Total outflows must equal the sum of its seven parts (C 66.01.w, EBA rule v8758_m)

A warning in the additional liquidity monitoring metrics return (ALMM), on template C 66.01.w, maturity ladder, significant currencies, overnight and higher maturity.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Total outflows must equal these seven added up:

  • Liabilities resulting from securities issued (if not treated as retail deposits)
  • Other outflows
  • Derivatives amount payables other than those reported in 1.4
  • Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank)
  • FX-swaps maturing
  • Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)
  • Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is central Bank)

EBA checks it for 21 columns, from overnight (0020) to greater than 5 years (0220). That makes 21 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.

Greater than 2 years up to 5 years: Total outflows = Liabilities resulting from securities issued (if not treated as retail deposits) + Other outflows + Derivatives amount payables other than those reported in 1.4 + Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is non - Central Bank): + FX-swaps maturing + Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral) + Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is Central Bank):

What to do if your filing fails it

  1. 01Open the template below and find the cells the rule reads.
  2. 02Add up the parts in your file and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EBA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark C 66.01 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

Maturity ladder, significant currencies, overnight and higher maturity (C 66.01.w)

Rows

  • 0010Liabilities resulting from securities issued (if not treated as retail deposits)
  • 0065Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is non - Central Bank):
  • 0252Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is Central Bank):
  • 0260Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)
  • 0350FX-swaps maturing
  • 0360Derivatives amount payables other than those reported in 1.4
  • 0370Other outflows
  • 0380Total outflows

Columns

  • 0020Overnight
  • 0030Greater than overnight up to 2 days
  • 0040Greater than 2 days up to 3 days
  • 0050Greater than 3 days up to 4 days
  • 0060Greater than 4 days up to 5 days
  • 0070Greater than 5 days up to 6 days
  • 0080Greater than 6 days up to 7 days
  • 0090Greater than 7 days up to 2 weeks
  • 0100Greater than 2 weeks up to 3 weeks
  • 0110Greater than 3 weeks up to 30 days
  • 0120Greater than 30 days up to 5 weeks
  • 0130Greater than 5 weeks up to 2 months
  • 0140Greater than 2 months up to 3 months
  • 0150Greater than 3 months up to 4 months
  • 0160Greater than 4 months up to 5 months
  • 0170Greater than 5 months up to 6 months
  • 0180Greater than 6 months up to 9 months
  • 0190Greater than 9 months up to 12 months
  • 0200Greater than 12 months up to 2 years
  • 0210Greater than 2 years up to 5 years
  • 0220Greater than 5 years

A worked example

The first of its checks, with simple numbers.

Illustrative values
Liabilities resulting from securities issued (if not treated as retail deposits)1,200
Other outflows800
Derivatives amount payables other than those reported in 1.4450
Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank)300
FX-swaps maturing150
Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)100
Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is central Bank)60
Together3,060
What the rule then expects

Total outflows must then be 3,060.

3,060Passes
3,160Fails

A file that reports 3,060 passes. One that reports 3,160 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

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_66.01.w,r0380,c0210,} = sum({C_66.01.w,r0010,c0210,},{C_66.01.w,r0370,c0210,},{C_66.01.w,r0360,c0210,},{C_66.01.w,r0065,c0210,},{C_66.01.w,r0350,c0210,},{C_66.01.w,r0260,c0210,},{C_66.01.w,r0252,c0210,})

The next five:

{C_66.01.w,r0380,c0170,} = sum({C_66.01.w,r0252,c0170,},{C_66.01.w,r0065,c0170,},{C_66.01.w,r0260,c0170,},{C_66.01.w,r0360,c0170,},{C_66.01.w,r0350,c0170,},{C_66.01.w,r0370,c0170,},{C_66.01.w,r0010,c0170,}){C_66.01.w,r0380,c0020,} = sum({C_66.01.w,r0010,c0020,},{C_66.01.w,r0370,c0020,},{C_66.01.w,r0350,c0020,},{C_66.01.w,r0252,c0020,},{C_66.01.w,r0260,c0020,},{C_66.01.w,r0360,c0020,},{C_66.01.w,r0065,c0020,}){C_66.01.w,r0380,c0180,} = sum({C_66.01.w,r0065,c0180,},{C_66.01.w,r0350,c0180,},{C_66.01.w,r0370,c0180,},{C_66.01.w,r0260,c0180,},{C_66.01.w,r0252,c0180,},{C_66.01.w,r0010,c0180,},{C_66.01.w,r0360,c0180,}){C_66.01.w,r0380,c0140,} = sum({C_66.01.w,r0010,c0140,},{C_66.01.w,r0065,c0140,},{C_66.01.w,r0350,c0140,},{C_66.01.w,r0370,c0140,},{C_66.01.w,r0360,c0140,},{C_66.01.w,r0252,c0140,},{C_66.01.w,r0260,c0140,}){C_66.01.w,r0380,c0120,} = sum({C_66.01.w,r0360,c0120,},{C_66.01.w,r0260,c0120,},{C_66.01.w,r0065,c0120,},{C_66.01.w,r0350,c0120,},{C_66.01.w,r0010,c0120,},{C_66.01.w,r0252,c0120,},{C_66.01.w,r0370,c0120,})

And 15 more, the same formula for the other cells it covers.

Every ALMM rule, by template

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