The European Banking Authority launches public consultation to enhance proportionality in liquidity reporting

  • News
  • 28 April 2021

The European Banking Authority (EBA) launched today a public consultation on its draft Implementing Technical Standards (ITS) on supervisory reporting with respect to Additional Liquidity Monitoring Metrics (ALMM). Following the mandate laid down in the revised Capital Requirements Regulation (CRR2), the EBA is proposing to introduce some proportionality considerations in ALMM reporting for small and non-complex institutions. Additional amendments to the templates are introduced with the aim of streamlining reporting requirements, filling in data gaps and further clarifying the reporting instructions.

 In particular, small and non-complex institutions could be exempted from reporting metrics regarding concentration of funding by product type (C 68.00), the funding price for various lengths of funding (C 69.00) and information on roll-over of funding (C 70.00). The liquidity metrics and related reporting are thus reduced to the maturity ladder-monitoring tool, concentration of funding by counterparty and by counterbalancing capacity. The EBA is also proposing to exempt medium-sized institutions from reporting metrics on roll-over funding.

The amendments to the reporting templates and annexes aim to clarify inconsistencies and gaps in the reported data as well as to streamline the reporting requirements in certain areas and incorporate clarifications brought forward by a series of questions and answers (Q&As).

Consultation process

Comments to this consultation can be sent to the EBA by clicking on the "send your comments" button on the consultation page. Please note that the deadline for the submission of comments is 28 July 2021. All contributions received will be published following the end of the consultation, unless requested otherwise.

A public hearing will be organised in the form of a webinar on 28 May 2021 from 15:00 to 17:00 CET. The EBA invites interested stakeholders to register using this link (no later than 25 May, 16:00). The dial-in details will be communicated in due course.

Legal basis and next steps

These draft ITS have been developed in accordance with Article 415(3a) of Regulation (EU) No 575/2013, which mandates the EBA to draft implementing technical standards to specify which additional liquidity monitoring metrics shall apply to small and non-complex institutions. Furthermore, Article 430(7) of Regulation (EU) No 575/2013 mandates the EBA to develop uniform formats, definitions, frequencies and reference and remittance dates and IT solutions.

The EBA expects to submit these draft ITS to the European Commission in December 2021. The application of the revised requirements is for 31 December 2022 reporting reference date. 


Consultation Paper on draft ITS on Supervisory Reporting regarding ALMM

(1.2 MB - PDF) Last update 28 April 2021

Annex 18 (AMM) (XLS)

(52.98 KB - Excel Spreadsheet) Last update 28 April 2021

Annex 19 (AMM) (PDF)

(135.46 KB - PDF) Last update 28 April 2021

Annex 20 (AMM - Counterbalancing capacity) (XLS)

(58.5 KB - Excel Spreadsheet) Last update 28 April 2021

Annex 21 (AMM - Counterbalancing capacity) (PDF)

(30.06 KB - PDF) Last update 28 April 2021

Annex 22 (AMM - Maturity ladder) (XLS)

(40.06 KB - Excel Spreadsheet) Last update 28 April 2021

Annex 23 (AMM - Maturity ladder) (PDF)

(195.49 KB - PDF) Last update 28 April 2021

Press contacts

Franca Rosa Congiu