Amended lcr delegated act
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.
- Position paper of the Banking Stakeholders Group on bank liquidity rules (2012)
- Options and national discretions
- Delegated Act
- Amending Act to the Delegated Act
- Single Rulebook Q&A on Liquidity risk
- Supervisory Reporting
Technical Standards, Guidelines & Recommendations
Technical standards
Final draft RTS/ITS adopted by the EBA and submitted to the European Commission
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
Final draft RTS/ITS adopted by the EBA and submitted to the European Commission
Regulatory Technical Standards to specify the highly liquid financial instruments in the reserve of assets under MiCAR
Final draft RTS/ITS adopted by the EBA and submitted to the European Commission
Regulatory Technical Standards further specifying the liquidity requirements of the reserve of assets under MiCAR
Final draft RTS/ITS adopted by the EBA and submitted to the European Commission
Regulatory Technical Standards to specify the minimum contents of the liquidity management policy and procedures under MiCAR
Final draft RTS/ITS adopted by the EBA and submitted to the European Commission
Regulatory Technical Standards on the specific liquidity measurement for investment firms
Adopted and published in the Official Journal of the EU
Implementing Technical Standards on supervisory reporting changes related to CRR2 and Backstop Regulation
Adopted and published in the Official Journal of the EU
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP LCR
Adopted and published in the Official Journal of the EU
Implementing Technical Standards amending ITS on additional liquidity monitoring metrics
Adopted and published in the Official Journal of the EU
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.
Adopted and published in the Official Journal of the EU
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.
