SNB Releases Reporting Forms for Liquidity Monitoring Tools

By Regulatory News

April 04, 2019

Basel III, Basel Liquidity Compliance

SNB released the updated liquidity monitoring tool (LMT) forms and related documents for group and single-entity reporting. The updated forms are for FINMA supervisory categories 1 and 2 (LMT_G) and for FINMA supervisory categories 3 to 5 (LMT_GO), both valid from January 31, 2020. The key updates include change of technical content and changes to the consistency rules.

For reporting on a single entity basis, all banks as defined by the Banking Act of November 08, 1934, as well as branches of foreign banks, are required to report data. For reporting on a consolidated basis (financial groups or conglomerates), the proprietary companies of financial groups or of financial conglomerates, dominated by banks, which are subject to group and conglomerate supervision by FINMA, are required to report data. Proprietary companies of subsidiary financial groups are also required to report data. For FINMA supervisory categories 1 and 2, the reporting frequency is monthly and the standard deadline for submitting data is 30 days. For FINMA supervisory categories 3 to 5, the reporting frequency is quarterly and the standard deadline for submitting data is 60 days.

Related Links

Keywords: Europe, Switzerland, Banking, Liquidity Monitoring Tools, Basel III, Reporting, SNB

Featured Experts

BaFin and Bundesbank Consult on Minimum Requirements for Recovery Plan


News FASB Proposes Taxonomy Changes Related to Topics 848 and 470 FASB proposed taxonomy improvements for the proposed Accounting Standards Update on topic 848 on facilitation of effects of reference rate reform on financial reporting. September 16, 2019 WebPage Regulatory News
News BoE Statement on Recalculating Transitional Measures Under Solvency II BoE notified that it will be willing to accept applications from firms to recalculate transitional measure on technical provisions (TMTP) as at September 30, 2019. September 16, 2019 WebPage Regulatory News
News PRA Publishes Waiver by Consent of Continuity of Access Rules PRA published a new waiver by consent to waive the Continuity of Access requirements contained in the Depositor Protection Part of the PRA Rulebook (DPP). September 13, 2019 WebPage Regulatory News
News EBA Single Rulebook Q&A: Second Update for September 2019 EBA updated the Single Rulebook question and answer (Q&A) tool with answers to three questions. September 13, 2019 WebPage Regulatory News
News BoE Paper on Market-Implied Systemic Risk and Shadow Capital Adequacy BoE published a working paper that presents a forward-looking approach to measure systemic solvency risk. September 13, 2019 WebPage Regulatory News
News HKMA Consults on Policy Module on Pillar 2 Supervisory Review Process HKMA is consulting on the revised Supervisory Policy Manual module CA-G-5 that sets out the HKMA approach to conducting the supervisory review process under Pillar 2. September 13, 2019 WebPage Regulatory News
News PRA Revises Branch Return and Updates Guidance for Regulatory Reports PRA published the policy statement PS17/19, which contains the final policy related to changes in the format and content of the Branch Return Form and reporting guidance. September 12, 2019 WebPage Regulatory News
News ESA Report Highlights Risks of No-Deal Brexit in EU Financial System ESAs published a Joint Committee report on risks and vulnerabilities in the EU financial system. September 12, 2019 WebPage Regulatory News
News ECB Modifies New Targeted Longer-Term Refinancing Operations The Governing Council of ECB decided to modify some of the key parameters of the third series of targeted longer-term refinancing operations (TLTRO III) to preserve favorable bank lending conditions (Decision (EU) 2019/1558). September 12, 2019 WebPage Regulatory News
News ECB Publishes Version 1.5 of AnaCredit Validation Checks ECB published Version 1.5 of the AnaCredit validation checks. September 12, 2019 WebPage Regulatory News

RESULTS 1 - 10 OF 3819