EUROPE: EBA Consultation to Enhance Proportionality in Liquidity Reporting

Thursday April 29 2021

The European Banking Authority (EBA) has published a consultation on its draft implementing technical standards on supervisory reporting with respect to additional liquidity monitoring metrics. Responses are required by 28 July 2021. A public hearing on the consultation takes place on 28 May 2021.

 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.

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 would therefore be 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.

Click on the link for further information.