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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
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
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.
Guidelines on liquidity stress testing under MiCAR
Consultation on RTS to specify the minimum contents of the liquidity management policy and procedures under MiCA
Consultation on RTS further specifying the liquidity requirements of the reserve of assets under MiCAR
Consultation on Guidelines liquidity stress testing under MiCAR
Consultation on RTS to specify the highly liquid financial instruments in the reserve of assets under MiCAR
The EBA publishes Report on interdependent assets and liabilities in the net stable funding ratio
The European Banking Authority (EBA) published today its Report on the treatment of interdependent assets and liabilities in the net stable funding ratio (NSFR). This Report assesses the conditions under which assets and liabilities can be treated as interdependent in the NSFR and the description of the list of activities that are considered to meet those conditions. The EBA has only limited recommendations for the Commission at this stage, which concern extendable maturity triggers for covered bonds and indirect derivatives client clearing activities.
EBA report on interdependent assets and liabilities in the NSFR under Article 428f of the CRR.pdf
Report on interdependent assets and liabilities in the NSFR under Article 428f(3) of the CRR
EBA reports on the LCR and NSFR implementation in the EU in the context of the new economic environment and TLTRO repayment
The European Banking Authority (EBA) published today its third Report on the monitoring of liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) implementation in the EU. This Report assesses the potential impact on LCR and NSFR levels of the upcoming central bank funding repayment (mainly repayments of the targeted longer-term refinancing operations - TLTRO) as well as of a potential scenario of higher liquidity risk, particularly affecting government bonds, derivatives and repo markets, in the context of a higher interest rate environment, inflation and recession risks.
EBA report on LCR and NSFR implementation.pdf
EBA report on LCR and NSFR implementation