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1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Level 2A tradable assets must equal the sum of its three parts (C 66.01.x, EBA rule v8794_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

Level 2A tradable assets must equal these three added up:

  • Level 2A corporate bonds (CQS1)
  • Level 2A covered bonds (CQS 1, CQS2)
  • Level 2A public sector (CQS1, CQS2)

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.

Level 2A tradable assets = Level 2A corporate bonds (CQS1) + Level 2A covered bonds (CQS 1, CQS2) + Level 2A public sector (CQS1, CQS2)

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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

  • 0820Level 2A tradable assets
  • 0830Level 2A corporate bonds (CQS1)
  • 0840Level 2A covered bonds (CQS 1, CQS2)
  • 0850Level 2A public sector (CQS1, CQS2)

Column

  • 0010Initial stock

A worked example

The first of its checks, with simple numbers.

Illustrative values
Level 2A corporate bonds (CQS1)1,200
Level 2A covered bonds (CQS 1, CQS2)800
Level 2A public sector (CQS1, CQS2)450
Together2,450
What the rule then expects

Level 2A tradable assets must then be 2,450.

2,450Passes
2,550Fails

A file that reports 2,450 passes. One that reports 2,550 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. Cells are written as {template, row, column, sheet}.

{C_66.01.x,r0820,c0010,} = sum({C_66.01.x,r0830,c0010,},{C_66.01.x,r0840,c0010,},{C_66.01.x,r0850,c0010,})

Every ALMM rule, by template

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