Liquidity risk

The EBA has a number of mandates on liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) stemming from the Capital Requirements Regulation (CRR) and the LCR Delegated Regulation. The EBA's deliverables in the area of liquidity are mainly binding technical standards (BTS) and reports. The EBA also scrutinises the ways in which institutions and competent authorities have implemented the CRR and RTS provisions, mainly on the LCR using ongoing monitoring tools. Where necessary, the EBA provides guidance, which is included in a dedicated report that is updated on a regular basis. This review will be extended to the NSFR from June 2021. 

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Technical Standards, Guidelines & Recommendations

Technical standards

Adopted and published in the Official Journal of the EU

Regulatory Technical Standards on criteria for a preferential treatment in cross-border intragroup financial support under LCR

The draft Regulatory Technical Standards (RTS) specify the additional objective criteria listed in the Delegated Act (Commission Delegated Regulation EU No 2015/61 of 10 October 2014), for the application of a preferential treatment in the calculation of the liquidity coverage requirement (LCR) for cross-border intragroup liquidity flows.
Adopted and published in the Official Journal of the EU

Regulatory Technical Standards (RTS) on additional liquidity outflows

These RTS aim at developing methods to determine additional collateral outflows stemming from the impact of an adverse market scenario on an institution’s derivatives positions, financing transactions and other contracts, if material.

Opinions, Reports and other Publications

Opinions