Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Other tradable assets (under counterbalancing capacity) must equal the sum of its six parts (C 66.01.x, EBA rule v8796_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

Other tradable assets (under counterbalancing capacity) must equal these six added up:

  • Central government (CQS 2 & 3)
  • Central government (CQS1)
  • Shares
  • Other tradable assets (under other tradable assets)
  • Abs
  • Covered bonds

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.

COUNTERBALANCING CAPACITY, other tradable assets = Central government (CQS 2 & 3) + Central government (CQS1) + Shares + Other tradable assets, other tradable assets + ABS + Covered bonds

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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

  • 0920Other tradable assets
  • 0930Central government (CQS1)
  • 0940Central government (CQS 2 & 3)
  • 0950Shares
  • 0960Covered bonds
  • 0970ABS
  • 0980Other tradable assets

Column

  • 0010Initial stock

A worked example

The first of its checks, with simple numbers.

Illustrative values
Central government (CQS 2 & 3)1,200
Central government (CQS1)800
Shares450
Other tradable assets (under other tradable assets)300
Abs150
Covered bonds100
Together3,000
What the rule then expects

Other tradable assets (under counterbalancing capacity) must then be 3,000.

3,000Passes
3,100Fails

A file that reports 3,000 passes. One that reports 3,100 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,r0920,c0010,} = sum({C_66.01.x,r0940,c0010,},{C_66.01.x,r0930,c0010,},{C_66.01.x,r0950,c0010,},{C_66.01.x,r0980,c0010,},{C_66.01.x,r0970,c0010,},{C_66.01.x,r0960,c0010,})

Every ALMM rule, by template

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