Liquidity risk

The EBA has a broad mandate related to liquidity risk stemming from the Capital Requirements Regulation (CRR). The EBA's deliverables in the area of liquidity are mainly binding technical standards (BTS) and reports. While the CRR explicitly refers only to liquidity reporting, those aspects linked to the calibration of a specific liquidity coverage requirement are to be included in a delegated act to be adopted by the EU Commission. The EBA's mandate in the development of BTS includes uniform reporting formats, currencies with constraint availability of liquid assets, and additional outflows stemming from collateral needs due to an adverse market scenario. The EBA is also mandated to inform the work of the European Commission with two reports: (i) on the economic impact of liquidity risk regulation and (ii) on possible criteria for the definition of high-quality liquid assets.

Opinions, Reports and other Publications