MFSA Updates Additional Liquidity Monitoring Metrics Reporting Module
MFSA has updated the reporting module on additional liquidity monitoring metrics (ALMM) as part of the common reporting (COREP) framework. The ALMM module is applicable from the reference date of June 2021. Credit institutions are required to report, to MFSA, prudential information as part of the COREP framework and the Financial Reporting (FINREP) framework established under the Capital Requirements Regulation (CRR) and the implementing technical standards on supervisory reporting (Regulation 680/2014). The information is required to be reported in accordance with the MFSA-issued Circulars on COREP and FINREP and is subject to any terms and conditions that MFSA may impose. Credit institutions are required to submit COREP and FINREP data on both solo and consolidated basis, where applicable.
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Keywords: Europe, Malta, Banking, Liquidity Risk, ALMM, COREP, FINREP, Reporting, CRR, Basel, MFSA
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