Search
353 results
Report on monitoring of liquidity coverage ratio and net stable funding ratio in the EU
EBA’s fourth report on EU liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) monitoring – analyses trends, policy recommendations, and guidance on reverse repos, operational deposits, retail outflows, and interdependent assets under CRR, with observations from 2025 data.
The EBA updates Report on the monitoring of the liquidity coverage ratio and net stable funding ratio in the EU
The European Banking Authority (EBA) today published an updated Report on the monitoring of the liquidity coverage ratio (LCR) and the net stable funding ration (NSFR) in the EU. This update is necessary in light of the banking turmoil experienced in March 2023, which highlighted the need for enhanced supervision of various liquidity aspects resulting from the change in the interest rate environment and related trends in deposit behaviour and concentrations.
EU banks’ liquidity coverage ratio increased in June 2024, underpinned by growth in banks’ holdings of liquid assets
The European Banking Authority (EBA) today published a Report on liquidity measures, which monitors and evaluates the liquidity coverage requirements currently in place in the EU. Between June 2023 and June 2024, EU banks’ liquidity coverage ratio (LCR) increased by 3 percentage points to reach 167%. Within that period, we observed changes in the composition of banks’ funding deposits while banks’ holdings of liquid assets steadily increased. EU banks’ average LCR in USD and in GBP improved during the period under review, to exceed 100% as of June 2024.
Report on Liquidity Measures under Article 509(1) of the CRR (1)
EBA report analysing liquidity measures under Article 509(1) of the CRR, including LCR trends, components, business model impacts, currency mismatches, lending effects, and unwind mechanisms for EU banks in 2024.
Final report on draft RTS further specifying the liquidity requirements
EBA final report on draft Regulatory Technical Standards (RTS) under MiCAR specifying liquidity requirements for asset-referenced and e-money token reserves, including maturity limits, deposit thresholds, creditworthiness rules, and concentration limits to ensure timely redemption and risk management.
Final report on draft RTS to specify the highly liquid financial instruments in the reserve of assets
EBA final report on draft Regulatory Technical Standards (RTS) specifying highly liquid financial instruments with minimal market, credit, and concentration risk for asset-referenced tokens (ARTs) and e-money tokens under Regulation (EU) 2023/1114, ensuring harmonized and transparent reserve asset eligibility.
Final report on draft RTS to specify the minimum content of liquidity management policy
EBA final report on draft Regulatory Technical Standards (RTS) under MiCAR specifying minimum content and requirements for liquidity management policies and procedures for issuers of asset-referenced tokens (ARTs) and e-money institutions issuing e-money tokens (EMTs), ensuring resilience under liquidity stress.
The EBA publishes regulatory products under the Markets in Crypto-Assets Regulation
The European Banking Authority (EBA) publishes today the package of technical standards and guidelines under MiCAR on prudential matters, namely own funds, liquidity requirements, and recovery plans. These products are part of the EBA’s ongoing efforts to foster a well-regulated market for asset-referenced and e-money tokens in the EU.
Report on specific aspects of the NSFR framework
EBA report assessing funding risks under the Net Stable Funding Ratio (NSFR) framework, analyzing derivatives, securities financing transactions, and hedging securities under EU Regulation 575/2013, with materiality and prudential treatment insights.
The EBA publishes an analysis of specific aspects of the net stable funding ratio framework
The European Banking Authority (EBA) today published its Report about some specific aspects of the net stable funding ratio (NSFR) framework. The Report provides an evaluation of the materiality of the specific items analysed as well as an assessment of the impact of possible changes to the current prudential treatment.
EU banks’ liquidity coverage ratio declined but remains well above the minimum requirement
The European Banking Authority (EBA) today published its Report on liquidity measures, which monitors and evaluates the liquidity coverage requirements currently in place in the EU. Between June 2022 and June 2023, the EU banks’ liquidity coverage ratio (LCR) declined but remained comfortably above the minimum requirement. However, within this review period there were important fluctuations in the components of the ratio, driven mostly by changes in the banks’ allocation of funding deposits and the ongoing reduction of central bank liquidity. Unlike the LCR in domestic currency, EU banks’ LCR in foreign currencies remained below 100%.
Report on Liquidity Measures
EBA report analyzing liquidity measures under Article 509(1) of the CRR, assessing LCR trends, impacts of TLTRO repayments, minimum reserve requirements, and interactions with monetary policy on Euro area banks' liquidity buffers and lending.
Consultation on draft ITS on Pillar 3 disclosure
Implementing Technical Standards on institutions’ public disclosures of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013
Regulatory Technical Standards to specify the highly liquid financial instruments in the reserve of assets under MiCAR
Regulatory Technical Standards further specifying the liquidity requirements of the reserve of assets under MiCAR
Regulatory Technical Standards to specify the minimum contents of the liquidity management policy and procedures under MiCAR
Consultation paper on RTS to specify the minimum contents of the liquidity management policy and procedures under MiCAR
EBA consults on draft Regulatory Technical Standards under MiCAR to define minimum requirements for liquidity management policies and procedures, covering governance, risk assessment, and reporting for crypto-asset service providers.
The EBA consults on draft regulatory technical standards on liquidity requirements and on draft Guidelines on liquidity stress testing of relevant issuers of tokens, under MiCAR
The European Banking Authority (EBA) today launched three consultations on draft Regulatory Technical Standards (RTS) to specify the liquidity requirements of the reserve of assets, the highly liquid financial instruments in the reserve of assets and the minimum content of the liquidity management policy and procedures of relevant issuers of tokens. Furthermore, the EBA consulted on draft Guidelines to establish the common reference parameters of the stress test scenarios to be included in their liquidity stress testing. These consultations form part of the prudential package of MiCAR deliverables and make up the third batch of MiCAR policy products. The consultations run until 8 February 2024.