Net Stable Fundings Requirements and Leverage Ratio

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Net Stable Fundings Requirements and Leverage Ratio - Calibration reports

August 2015

CRD IV/CRR

On 19 August 2015 the European Banking Authority (EBA) has announced that it will incorporate an additional analysis into its calibration reports on Net Stable Funding Requirements and Leverage Ratio. The announcement follows a request by the European Commission (EC) to obtain further advice to ensure that its possible future policy actions in this area are well informed:

It has been requested by the European Commission to conduct further analysis on proportionality, the scope of application and impact on markets of the calibration of Net Stable Funding Requirements (NSFR) and Leverage Ratio (LR). The analysis on proportionality will be based on an assessment of the impact of the requirements on banks with different business models and will also specifically aim to cover potential future reporting requirements. The EBA will try to incorporate these aspects into its NSFR and LR calibration reports to the maximum extent possible and taking into account constraints in data availability;

The delivery date for the calibration report on the LR is likely to be advanced to July 2016. The calibration report on NSFR will in principle be delivered by the end of 2015.

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