SNB published Version 1.3 of the forms for Liquidity Monitoring Tools (LMT) reporting at both the group and single-entity levels. Form LMT_G covers FINMA supervisory categories 1 and 2 while Form LMT_GO covers FINMA supervisory categories 3 to 5, with the reference date of March 31, 2021. The updates to the forms also affect the XML schema.
For LMT_G, the reporting frequency is monthly and the standard deadline for submitting data is 30 days. For LMT_GO, the reporting frequency is quarterly and the standard deadline for submitting data is 60 days. Data are collected by SNB on behalf of FINMA. FINMA divides the prudentially supervised banks and securities firms into supervisory categories. Category 1 includes large institutions that may jeopardize the stability of the financial system. In the lower categories, the risk impact of the market participants in the other categories gradually decreases up to category 5. Category 1 refers to the extremely large, significant, and complex market participants posing very high risk while category 2 refers to the very significant, complex market participants posing high risk. Categories 3 to 5 refer to institutions posing significant risk, average risk, and low risk, respectively.
- Form and Documentation: LMT_G, Version 1.3
- Form and Documentation: LMT_GO, Version 1.3
- FINMA Supervisory Categories
Keywords: Europe, Switzerland, Banking, Liquidity Monitoring Tools, Reporting, Basel, Liquidity Risk, SNB
Previous ArticleBDE Updates Reporting Instructions for Banks in August 2020
FDIC is seeking comments on a rule to amend the interagency guidelines for real estate lending policies—also known as the Real Estate Lending Standards.
ISDA is consulting on the implementation of fallbacks for the sterling LIBOR ICE Swap Rate and for the USD LIBOR ICE Swap Rate.
BIS and BoE launched the BIS Innovation Hub Center in London, which is the fourth new Innovation Hub Centre to be opened in the past two years.
ESRB published recommendations on the reciprocation of macro-prudential measures in Belgium, France, Luxembourg, Norway, and Sweden.
SEC announced that the Office of Information and Regulatory Affairs released the Spring 2021 Unified Agenda of Regulatory and Deregulatory Actions.
EC published the Delegated Regulation 2021/931, which supplements the Capital Requirements Regulation (CRR or Regulation 575/2013) with regard to the regulatory technical standards specifying the method for identifying derivative transactions with one or more than one material risk driver.
BCBS is consulting on preliminary proposals for the prudential treatment of cryptoasset exposures of banks.
EBA issued a revised list of validation rules under the implementing technical standards on supervisory reporting.
BIS Innovation Hub, BDF, and SNB announced that, together with a private-sector consortium led by Accenture, they will conduct an experiment using wholesale central bank digital currency (wCBDC) for cross-border settlement.
ESAs published two amended implementing technical standards on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs).