EBA Report on Liquidity Measures under Article 509(1) of the CRR.pdf
Report on Liquidity Measures under Article 509(1) of the CRR
Report on Liquidity Measures under Article 509(1) of the CRR
The European Banking Authority (EBA) published today its EBA Report on liquidity measures, which monitors and evaluates the liquidity coverage requirements currently in place in the EU. The liquidity coverage ratio (LCR) of EU banks stood at 176% in June 2021, materially above the minimum threshold of 100%. At the same time, the EBA renews its concern of EU banks’ low foreign currency LCR values and encourages banks and supervisors to work towards improving the situation.
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on specific liquidity measurement requirements for investment firms and draft Guidelines on liquidity requirements exemptions for small and non-interconnected investment firms. The draft RTS and draft Guidelines aim to ensure consistent supervisory practices with regards to the application of liquidity requirements for investment firms across all EU Member States. The consultations run until 10 March 2022.
Consultation paper on draft RTS on the specific liquidity measurement for investment firms
Consultation paper on draft Guidelines on liquidity requirements exemption for investment firms