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The European Banking Authority (EBA) published today its final Guidelines on liquidity coverage ratio (LCR) disclosure. These Guidelines provide harmonised disclosure templates and tables for LCR disclosure and aim at improving transparency and comparability of LCR and other liquidity risk management related information.

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.

The European Banking Authority (EBA) published today its third impact assessment Report for the liquidity coverage ratio (LCR), together with a review of its phasing-in period. The Report shows a constant improvement of the average LCR across EU banks since 2011. At the reporting date of 31 December 2015, EU banks’ average LCR was significantly above the 100% minimum requirement, which will have to be fully implemented by January 2018, and no strong evidence was found suggesting that the EBA should recommend an extension of the phasing-in period of the LCR. The Report, which is based on liquidity data from 194 EU banks across 17 Member States, is the first publication after the implementation of the minimum binding standards in 2015 and accounts for the provisions of the Commission’s Delegated Regulation on the LCR.

The European Banking Authority (EBA) launched today for consultation a proposal to review its Implementing Technical Standards (ITS) on additional monitoring metrics for liquidity, which mainly consists of reintroducing a maturity ladder in line with the reporting requirements laid down in the Commission’s Delegated Act on the Liquidity Coverage Ratio (LCR). These revised ITS aim at providing Competent Authorities with harmonised information on institutions’ liquidity risk profile, taking into account the nature, scale and complexity of their activities.