Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Level 2B tradable assets must equal the sum of its five parts (C 66.01.x, EBA rule v8795_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 2B tradable assets must equal these five added up:

  • Level 2B ABS (CQS1)
  • Level 2B shares
  • Level 2B public sector (CQS 3-5)
  • Level 2B corporate bonds (CQ1-3)
  • Level 2B covered bonds (CQS1-6)

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 2B tradable assets = Level 2B ABS (CQS1) + Level 2B shares + Level 2B public sector (CQS 3-5) + Level 2B corporate bonds (CQ1-3) + Level 2B covered bonds (CQS1-6)

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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

  • 0860Level 2B tradable assets
  • 0870Level 2B ABS (CQS1)
  • 0880Level 2B covered bonds (CQS1-6)
  • 0890Level 2B corporate bonds (CQ1-3)
  • 0900Level 2B shares
  • 0910Level 2B public sector (CQS 3-5)

Column

  • 0010Initial stock

A worked example

The first of its checks, with simple numbers.

Illustrative values
Level 2B ABS (CQS1)1,200
Level 2B shares800
Level 2B public sector (CQS 3-5)450
Level 2B corporate bonds (CQ1-3)300
Level 2B covered bonds (CQS1-6)150
Together2,900
What the rule then expects

Level 2B tradable assets must then be 2,900.

2,900Passes
3,000Fails

A file that reports 2,900 passes. One that reports 3,000 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,r0860,c0010,} = sum({C_66.01.x,r0870,c0010,},{C_66.01.x,r0900,c0010,},{C_66.01.x,r0910,c0010,},{C_66.01.x,r0890,c0010,},{C_66.01.x,r0880,c0010,})

Every ALMM rule, by template

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