Liquidity risk

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. 

Opinions, Reports and other Publications