EBA updated calculation tool for the liquidity coverage ratio (LCR) of banks. This Excel-based tool takes into account the amendments in the liquidity coverage requirement introduced by the Commission Delegated Regulation 2018/1620, which applies from April 30, 2020. The tool is based on the revised LCR reporting templates of the reporting framework Version 2.9, which is applicable from April 2020. The aim of the update is to provide additional support to reporting institutions.
- Press Release
- LCR Calculation Tool (XLSX)
- Regulation 2018/1620
- Associated Changes to COREP LCR
- Reporting Framework 2.9
Keywords: Europe, EU, Banking, LCR, Liquidity Risk, Reporting, CRR, Basel, EBA
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