Search
Annex 2 to CP on LCR reporting - Annex II (instructions).docx
Consultation paper on LCR Reporting (EBA-CP-2018-12).pdf
Annex 1 to CP on LCR reporting - Annex I (templates).xls
EBA launches consultations on supervisory reporting for the reporting framework 2.9 and prepares for its modular release
The European Banking Authority (EBA) launched today three public consultations on amendments to the Implementing Technical Standards (ITS) on supervisory reporting for the reporting framework 2.9. The proposed changes to the ITS on supervisory reporting, which are part of the EBA reporting framework 2.9, aim to keep reporting requirements in line with changes in the regulatory framework and with the evolving needs for Supervisory Authorities' risk assessments. The EBA will move to a new modular release for the next reporting framework 2.9 and is, therefore, also publishing its forward schedule of the modular release to help users in their planning.
Implementing Technical Standards amending ITS on additional liquidity monitoring metrics
EBA updates list of credit institutions subject to an LCR inflow cap derogation
The European Banking Authority (EBA) published today an updated list of credit institutions exempted from or subject to a higher cap on inflows in the calculation of the Liquidity Coverage Ratio (LCR) in accordance with the provisions laid down in the LCR Delegated Act. Three new institutions have been added to the previous list published in May 2017.
EBA report shows that EU banks comply with LCR requirement of 100% ahead of its full implementation
The European Banking Authority (EBA) published today its fourth impact assessment Report for the liquidity coverage ratio (LCR), which shows that EU banks have continued to improve their LCR since 2011. At the reporting date of 31 December 2016, EU banks’ average LCR was significantly above the 100% minimum requirement, which will have to be fully implemented by 1 January 2018. In addition, a more in-depth analysis suggests that the LCR regulation, together with capital standards and stable funding, have helped banks increase their lending to real economy. The Report is based on liquidity data and wider bank balance sheet statistics from 157 EU banks across 16 Member States.
EBA Report on Liquidity Measures under Article 509(1) of the CRR.pdf
EBA Report on Liquidity Measures under Article 509(1) of the CRR
Guidelines on retail deposits subject to different outflows for the purposes of liquidity reporting
EBA GL 2017 01-CT GLs on LCR disclosures.pdf
Compliance table
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. The proposed draft RTS set out in more detail the additional criteria that institutions within a group or within an institutional protection scheme (IPS) need to meet in order to be able to apply higher inflows and/or lower outflows on liquidity and credit facilities on cross-border transactions. These criteria, as already specified in the LCR Delegated Act, aim at ensuring the effectiveness of the liquidity support.
Guidelines on LCR disclosure (EBA-GL-2017-01)_EN.pdf
Guidelines on the LCR disclosure
EBA publishes final guidelines on LCR disclosure
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.
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01).pdf
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01)
Mapping template LCR disclosure vs LCR supervisory reporting.xlsx
Mapping template LCR disclosure vs LCR supervisory reporting
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.
Consultation on amending ITS on additional monitoring metrics for liquidity
EBA report on liquidity measures and the review of the phase-in of the liquidity coverage requirement (EBA-Op-2016-22).pdf
EBA report on liquidity measures and the review of the phase-in of the liquidity coverage requirement (EBA-Op-2016-22)