Line4

1 min readWarningEBA reporting framework 4.2Updated 10 November 2026

Level 1 excluding covered bonds must equal the sum of its four parts (C 66.01.b, EBA rule v8798_m)

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

Check your file against this ruleWhat to do if it fails

The rule in plain words

Level 1 excluding covered bonds must equal these four added up:

  • Level 1 (CQS 1)
  • Level 1 (CQS2, CQS3)
  • Level 1 (CQS4+)
  • Level 1 central bank

All the values are in the initial stock column (0010) and on the total currencies sheet (0010) of C 66.01.b.

How the Line4 Check report words itShow

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

Level 1 excluding covered bonds, Total currencies = Level 1 (CQS 1), Total currencies + Level 1 (CQS2, CQS3), Total currencies + Level 1 (CQS4+), Total currencies + Level 1 central bank, Total currencies

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  3. 03If they differ, a part is missing, a value sits in the wrong row, or the total is out of date.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

Rows

  • 0760Level 1 excluding covered bonds
  • 0770Level 1 central bank
  • 0780Level 1 (CQS 1)
  • 0790Level 1 (CQS2, CQS3)
  • 0800Level 1 (CQS4+)

Column

  • 0010Initial stock

Sheet

  • 0010Total currencies

A worked example

The first of its checks, with simple numbers.

Illustrative values
Level 1 (CQS 1)1,200
Level 1 (CQS2, CQS3)800
Level 1 (CQS4+)450
Level 1 central bank300
Together2,750
What the rule then expects

Level 1 excluding covered bonds must then be 2,750.

2,750Passes
2,850Fails

A file that reports 2,750 passes. One that reports 2,850 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.b,r0760,c0010,s0010} = sum({C_66.01.b,r0780,c0010,s0010},{C_66.01.b,r0790,c0010,s0010},{C_66.01.b,r0800,c0010,s0010},{C_66.01.b,r0770,c0010,s0010})

Every ALMM rule, by template

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