EBA consults on ITS on supervisory reporting for ALMM

2021/04/27

The European Banking Authority (EBA) launched a consultation (to run until 28 July 2021) on its draft implementing technical standards (ITS) on supervisory reporting with respect to additional liquidity monitoring metrics (ALMM). Following the mandates laid down in Art. 415(3a) and Art. 430(7) of the revised Capital Requirements Regulation (CRR2), the EBA is proposing some proportionality considerations in ALMM reporting for small and non-complex institutions and amendments to the templates to streamline reporting requirements, fill in data gaps, and further clarify the reporting instructions. The EBA expects to submit the draft ITS to the European Commission in December 2021 for application from reporting reference date 31 December 2022.

Small and non-complex institutions could be exempted from reporting metrics regarding concentration of funding by product type (C 68.00), the funding price for various lengths of funding (C 69.00), and information on roll-over of funding (C 70.00). The liquidity metrics and related reporting are thus reduced to the maturity ladder-monitoring tool and concentration of funding by counterparty and by counterbalancing capacity. The EBA is also proposing to exempt medium-sized institutions from reporting metrics on roll-over funding.