LCR - Reporting of liquidity coverage ratio


LCR - Reporting of liquidity coverage ratio

June 2015

On 24 June 2015, the EBA published its updated Implementing Technical Standards (ITS) on supervisory reporting of liquidity coverage ratio (LCR) for European credit institutions.

The final draft ITS amending ITS on LCR reporting contains templates and instructions to update the LCR reporting framework for credit institutions. This final draft ITS shall ensure a satisfactory supervisory reporting of the LCR as stated in the Commission’s Delegated Act. The ITS also outline all the necessary steps needed for the calculation of the ratio.

These new templates and specifications will only be applicable to credit institutions and not to investment firms. In fact, investment firms will continue to use current instructions and templates.

Credit institutions will start using the new specifications and templates for their reporting, only as of the application date of the amended technical standards, which will be specified in their final publication in the EU Official Journal.

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