Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Cumulated Counterbalancing Capacity must equal the sum of its nine parts (C 66.01.x, EBA rule v8767_m)

A warning in the additional liquidity monitoring metrics return (ALMM), on template C 66.01.x, maturity ladder, significant currencies, initial stock.

Check your file against this ruleWhat to do if it fails

The rule in plain words

Cumulated Counterbalancing Capacity must equal these nine added up:

  • Level 2B tradable assets
  • Undrawn committed facilities received
  • Withdrawable central bank reserves
  • Own issuances eligible for central banks
  • Level 1 tradable assets
  • Other tradable assets
  • Level 2A tradable assets
  • Non tradable assets eligible for central banks
  • Coins and bank notes

All the values are in the initial stock column (0010) of C 66.01.x.

How the Line4 Check report words itShow

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

Cumulated Counterbalancing Capacity = Level 2B tradable assets + Undrawn committed facilities received + Withdrawable central bank reserves + Own issuances eligible for central banks + Level 1 tradable assets + Other tradable assets + Level 2A tradable assets + Non tradable assets eligible for central banks + Coins and bank notes

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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, initial stock (C 66.01.x)

Rows

  • 0730Coins and bank notes
  • 0740Withdrawable central bank reserves
  • 0750Level 1 tradable assets
  • 0820Level 2A tradable assets
  • 0860Level 2B tradable assets
  • 0920Other tradable assets
  • 0990Non tradable assets eligible for central banks
  • 0991Own issuances eligible for central banks
  • 1000Undrawn committed facilities received
  • 1080Cumulated Counterbalancing Capacity

Column

  • 0010Initial stock
Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

{C_66.01.x,r1080,c0010,} = sum({C_66.01.x,r0860,c0010,},{C_66.01.x,r1000,c0010,},{C_66.01.x,r0740,c0010,},{C_66.01.x,r0991,c0010,},{C_66.01.x,r0750,c0010,},{C_66.01.x,r0920,c0010,},{C_66.01.x,r0820,c0010,},{C_66.01.x,r0990,c0010,},{C_66.01.x,r0730,c0010,})

Every ALMM rule, by template

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