Regulatory Technical Standards on the specific liquidity measurement for investment firms

Final draft adopted by the EBA and submitted to the European Commission

The Regulatory Technical Standards (RTS) on the specific liquidity measurement for investment firms set out liquidity risk elements that may raise major concern for investment firms and that competent authorities will be required to consider when setting specific liquidity requirements as a result of an investment firm’s supervisory review and evaluation process (SREP). In addition, to ensure proportionality, competent authorities should assess only a smaller set of elements for small and non-interconnected investment firms.

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