EBA publishes updated calculation tool of liquidity coverage ratio

The European Banking Authority (EBA) published today its updated calculation tool of the liquidity coverage ratio (LCR) with the aim to provide additional support for reporting institutions. This excel-based tool takes into account the amendments in the liquidity coverage requirement introduced by Commission Delegated Regulation (EU) 2018/1620 that applies from 30 April 2020. This tool is provided for information purposes only and has no legal value.

The LCR calculation tool is based on the revised LCR reporting templates of the framework release v 2.9 applicable from April 2020.