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
Previous ArticleEBA Publishes Report on STS Framework for Synthetic Securitization
The three European Supervisory Authorities (ESAs) issued a letter to inform about delay in the Sustainable Finance Disclosure Regulation (SFDR) mandate, along with a Call for Evidence on greenwashing practices.
The International Sustainability Standards Board (ISSB) of the IFRS Foundations made several announcements at COP27 and with respect to its work on the sustainability standards.
The International Organization for Securities Commissions (IOSCO), at COP27, outlined the regulatory priorities for sustainability disclosures, mitigation of greenwashing, and promotion of integrity in carbon markets.
The European Banking Authority (EBA) issued a statement in the context of COP27, clarified the operationalization of intermediate EU parent undertakings (IPUs) of third-country groups
The Office of the Superintendent of Financial Institutions (OSFI) published an annual report on its activities, a report on forward-looking work.
The Australian Prudential Regulation Authority (APRA) finalized amendments to the capital framework, announced a review of the prudential framework for groups.
The Bank for International Settlements (BIS) Innovation Hubs and several central banks are working together on various central bank digital currency (CBDC) pilots.
The European Central Bank (ECB) published the results of its thematic review, which shows that banks are still far from adequately managing climate and environmental risks.
Among its recent publications, the European Banking Authority (EBA) published the final standards and guidelines on interest rate risk arising from non-trading book activities (IRRBB)
The European Commission (EC) recently adopted regulations with respect to the calculation of own funds requirements for market risk, the prudential treatment of global systemically important institutions (G-SIIs)