ECB Consults on Guides for Capital and Liquidity Management of Banks

By Regulatory News

March 02, 2018

ECB launched a public consultation on the draft principles underlying its expectations for internal capital adequacy assessment processes (ICAAPs) and internal liquidity adequacy assessment processes (ILAAPs) of banks. The consultation runs until May 04, 2018. As part of the consultation, ECB issued two draft guides on ICAAP and ILAAP, along with a list of frequently asked questions.

ECB plans to publish the comments received, along with a feedback statement. Once adopted, the guides will not replace or supersede any applicable law implementing Articles 73 and 86 of the CRD IV. The guides derive seven principles from the CRD IV ICAAP and ILAAP provisions that will be considered, inter alia, in the assessment of ICAAPs/ILAAPs of institutions as part of the Supervisory Review and Evaluation Process, or SREP, from 2019. Institutions are encouraged to address any gaps or weaknesses in their ICAAPs and ILAAPs, in close dialog with their Joint Supervisory Team at ECB, which will start using the guides from 2019, when assessing ICAAPs and ILAAPs.

Related Links

Comment Due Date: May 04, 2018

Keywords: Europe, EU, Banking, ICAAP, ILAAP, Capital Adequacy, Liquidity Risk, ECB

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