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

Implementing Technical Standards amending Commission Implementing Regulation (EU) No 680/2014 (ITS on supervisory reporting) with regard to the Liquidity Coverage Ratio (LCR)

Following the Commission’s adoption on 10 October 2014 of a Delegated Act specifying the LCR framework, the EBA has now developed amendments to the current ITS on reporting. These draft ITS will provide credit institutions with a completely new set of templates and instructions so as to capture all the necessary LCR items and to adequately ensure a proper supervisory reporting of the LCR according to the Commission’s Delegated Act.
Final draft RTS/ITS adopted by the EBA and submitted to the European Commission

Technical Standards on currencies with constraints on the availability of liquid assets

These technical standards (ITS and RTS) draw a list of currencies featuring constraints on the availability of liquid assets and specify the derogations that could be applied to such currencies to address the inherent difficulties that institutions would face in meeting their liquidity coverage requirement even in spite of a sound liquidity management.
Adopted and published in the Official Journal of the EU

Implementing Technical Standards on Supervisory Reporting

These Implementing Technical Standards (ITS) aim at implementing uniform reporting requirements which are necessary to ensure fair conditions of competition between comparable groups of credit institutions and investment firms. Uniform requirements will ultimately make institutions more efficient and result in a greater convergence of supervisory practices.

Opinions, Reports and other Publications

Opinions

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