On March 5, 2016, Commission Implementing Regulation was published in the Official Journal of the European Union, which amends the Implementing Technical Standards on supervisory reporting by providing for additional monitoring metrics for liquidity reporting. Under the Capital Requirements Regulation, banks are subject to liquidity reporting requirements. To increase effective liquidity supervision, the amended ITS provide for additional monitoring metrics to enhance regulator’s view of a bank’s liquidity position, proportionate to the nature, scale and complexity of the bank’s activities. Additional monitoring metrics to be reported now include those metrics based on the concentration of funding by counterparty and product type and metrics based on the concentration of counterbalancing capacity by issuer or counterparty. In addition, the frequency of reporting can be reduced, depending on the nature of the bank. The amended ITS enters into force on March 25, 2016.
The Regulation is available at: http://eur-lex.europa.eu/legalcontent/EN/TXT/?uri=uriserv:OJ.L_.2016.060.01.0005.01.ENG&toc=OJ:L:2016:060:TOC.