Twitter RSS

Capital and Prudential Standards Blog

magnify
Home Basel III - International European Banking Authority Publishes Reports on Liquidity Coverage Ratio

European Banking Authority Publishes Reports on Liquidity Coverage Ratio

Today, pursuant to CRD IV, the European Banking Authority (EBA) published two reports on the liquidity coverage ratio (LCR).  The first report concerns the appropriate uniform definitions of extremely high quality liquid assets (extremely HQLAs) and high quality liquid assets (HQLAs) and operational requirements for liquid assets.  The second report assesses the impact of an LCR requirement in the EU.  The two reports provide the European Commission with specific recommendations for the purpose of its forthcoming delegated act setting forth a uniform LCR requirement in the EU.

Materials: 

EBA, Report on appropriate uniform definitions of extremely high quality liquid assets (extremely HQLA) and high quality liquid assets (HQLA) and on operational requirements for liquid assets under Article 509(3) and (5) CRR (Dec. 20, 2013) available here: http://www.eba.europa.eu/documents/10180/16145/EBA+BS+2013+413+Report+on+definition+of+HQLA.pdf

EBA, Report on impact assessment for liquidity measures under Article 509(1) of the CRR (Dec. 20, 2013) available here: http://www.eba.europa.eu/documents/10180/16145/EBA+BS+2013+415+Report+regarding+LCR+impact.pdf

Comments Off on European Banking Authority Publishes Reports on Liquidity Coverage Ratio.