July 20, 2018

BaFin published a circular for consulting on the guidelines on liquidity coverage ratio (LCR) disclosures in Germany. The proposal aims to implement the relevant EBA guidelines on LCR disclosures, which complement the disclosure requirements of liquidity risk management in accordance with Article 435 of the Capital Requirements Regulation (CRR). Comments are requested by August 31, 2018 and the guidelines are expected to apply with December 31, 2018 as the first disclosure date.

The circular includes a table on liquidity risk management (set out in Annex I) and provides LCR disclosure template, along with the template for qualitative information on LCR (Annex II). Annex III provides instructions for submitting the LCR template and the qualitative information on LCR. EBA guidelines on LCR provide harmonized disclosure templates and tables for LCR disclosure and aim to improve transparency and comparability of LCR, along with disclosure of other information related to liquidity risk management.

 

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Comment Due Date: August 31, 2018

Keywords: Europe, Germany, Banking, LCR, Disclosures, Reporting, Liquidity Risk Management, CRR, EBA, BaFin

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