Line4

1 min readSwitched off by EBA on 17 March 2026EBA reporting framework 4.2Updated 10 November 2026

Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non, central Bank) must equal the sum of its three parts (C 66.01.w, EBA rule v903225_h)

A check in the additional liquidity monitoring metrics return (ALMM), on template C 66.01.w, maturity ladder, significant currencies, overnight and higher maturity.

EBA switched this rule off for filings submitted from 17 March 2026, in a quarterly update to its list of validation rules. It no longer applies, so a failure here does not count, and Line4 Check does not run it.

The rule in plain words

Liabilities resulting from secured lending and capital market driven transactions collateralised by (counterparty is non - central Bank) must equal these three added up:

  • Level 2B tradable assets
  • Level 1 tradable assets
  • Level 2A tradable assets

All the values are in the greater than 6 days up to 7 days column (0080) of C 66.01.w.

EBA writes it out 21 times. These words are for the first; the others are the same rule on other cells.

The template it checks

Maturity ladder, significant currencies, overnight and higher maturity (C 66.01.w)

Rows

  • 0065Liabilities resulting from secured lending and capital market driven transactions collateralised by (Counterparty is non - Central Bank):
  • 0075Level 1 tradable assets
  • 0145Level 2A tradable assets
  • 0185Level 2B tradable assets

Column

  • 0080Greater than 6 days up to 7 days
Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_66.01.w,r0065,c0080,} = {C_66.01.w,r0185,c0080,} + {C_66.01.w,r0075,c0080,} + {C_66.01.w,r0145,c0080,}

And 20 more, the same formula for the other cells it covers.

Every ALMM rule, by template

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