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EBA E-mail alert December 13, 2024

News & Press

Competent authorities have made significant progress in their approaches to tackling money laundering and terrorist financing, the EBA Report finds

Press Release

The European Banking Authority (EBA) today published the findings from its fourth and final round of reviews of competent authorities’ approaches to tackling money laundering and terrorist financing (ML/TF) risks in the banking sector. With this round, the EBA has now assessed all competent authorities that are responsible for the AML/CFT supervision in thirty EU/EEA member states.

EU banks’ liquidity coverage ratio increased in June 2024, underpinned by growth in banks’ holdings of liquid assets

Press Release

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.

Final Q&As

Question ID: 2024_7042

Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Subject matter
Assets which are not immediately available for monetisation in C 66.01

In relation to the reporting of the C 66.01 maturity ladder template, how should encumbered assets be reported in terms of maturity buckets and amount, based on the definition of these assets of the Regulation EU/2021/451 on supervisory reporting and which refers to Commission Delegated Regulation (EU) 2015/61 and (EU) 2022/786 on LCR?

Question ID: 2024_7077

Topic
Supervisory reporting - IRRBB
Subject matter
Validation rules in Reporting Framework 3.4

The question concerns the EBA Reporting Framework 3.4, Validation Rules (March 22, 2024), rule v22161_m.

This rule applies to the calculation of 'Net interest rate position with derivatives', {r0560}, in the context of 'ITS on Supervisory Reporting with Regard to IRRBB', Annex 28, form J02.00.

It defines {r0560} to be {r0560} = {r0010} + {r0190} + {r0200} + {r0520} + {r0530}, the sum of 'Total Assets', 'Off-balance sheet assets: contingent assets', 'Total liabilities', 'Off-balance sheet liabilities: Contingent liabilities', and 'Other derivatives (Net asset/liability)'.

Are the signs in front of {r0200} and {r0520} correct in this formulation? We would appreciate affirmation by EBA.

Similar observations may also apply to rules v22159_m and v22160_m.

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