Up to now (March 2016) there is a problem on the SW that CubeMX generate for STM32L4xx family.

The problem is in the linker (isn't possible to do the debug).

Below there is the solution for resolve this problem.

The problem is already reported to STM.

This is due to CubeMX is generating a faulty linker script.
Please split the RAM definition (line 44) to:

  RAM (xrw)       : ORIGIN = 0x20000000, LENGTH = 96K
  RAM2 (rw)       : ORIGIN = 0x10000000, LENGTH = 32K

And change _estack on line 34 to:

_estack = 0x20018000;    /* end of 96K RAM */

See below.

There is an example ready to use: L4DiscLEDs.7z

The example is for:  STM32L4-Discovery

On my PC the example is in this directory:

C:\ESEMPI-SW\L4DiscLEDs

Open ATOLLIC and choose the same directory and all the configurations are OK, see below.