What is the PRA110 report?

Replacing the FSA047 and FSA048 processes as of July 2019, the PRA110 report enables regulators to assess liquidity risk more strategically by requiring financial institutions to deliver granular data on the portfolios in their banking/trading books and monitor and report liquidity cashflow mismatches on a daily basis.

What is Corep and Finrep reporting?

While COREP is a capital reporting regime, FINREP is its financial counterpart. It is a framework given by EBA for reporting financial (accounting) information to the regulator which will be applicable to all Credit Institutions in the European Union.

What is Almm reporting?

The ALMM has been designed to supplement the information about banks’ liquidity that is already captured by the Liquidity Coverage Ratio (LCR). There is an overlap between the data that is needed to produce both reports.

What is counter balancing capacity?

“Counterbalancing capacity” represents the stock of unencumbered assets or other funding sources which are legally and practically available to the institution at the reporting date to cover potential funding gaps.

What is CRR in EBA?

Capital Requirements Regulation (CRR) | European Banking Authority. About UsThe EBA is an independent EU Authority which works to ensure effective and consistent prudential regulation and supervision across the European banking sector. Read more.

What is the full form of EBA?

The European Banking Authority (EBA) is a regulatory body that strives to maintain financial stability throughout the European Union’s (EU) banking industry.

What is NSFR formula?

NSFR derivative liabilities = Derivative liabilities – (Total collateral posted as variation margin against the derivative liabilities) 2. NSFR derivative assets = Derivative assets – (Cash collateral received as variation margin against the derivative assets)

What does the EBA do for Liquidity Coverage Ratio (LCR)?

The EBA has a number of mandates on liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) stemming from the Capital Requirements Regulation (CRR) and the LCR Delegated Regulation. The EBA’s deliverables in the area of liquidity are mainly binding technical standards (BTS) and reports.

What are the EBA’s requirements for liquidity risk reporting?

Liquidity risk. The EBA has a broad mandate related to liquidity risk stemming from the Capital Requirements Regulation (CRR). The EBA’s deliverables in the area of liquidity are mainly binding technical standards (BTS) and reports. While the CRR explicitly refers only to liquidity reporting, those aspects linked to the calibration…

What is the EBA’s liquidity insurance system (its)?

The EBA developed these ITS following the approach of the Basel Committee on Banking Supervision (BCBS). The monitoring tools in these ITS, together with the Liquidity Coverage Ratio (LCR) standard, will support EU supervisors in the assessment of the liquidity risk of an institution.

What do the EBA’s new liquidity monitoring metrics mean for banks?

The European Banking Authority (EBA) publishes today its final draft Implementing Technical Standards (ITS) on additional liquidity monitoring metrics. The ITS provide supervisors with an adequate toolkit to assess the liquidity risk profile of institutions.