The European Banking Authority’s common reporting system (COREP) is a standardised system of reporting for regulatory solvency information and metrics. Amongst other things, the COREP reporting system enables banking supervisors to assess compliance with the regulatory requirements laid down in the Capital Requirements Regulation (CRR).

Components of the COREP reporting system

• Capital requirements (COREP core): Information on own funds, own funds requirements and capital ratios according to the Capital Requirements Regulation (CRR); detailed information on credit, market and operational risks, prudent valuation of assets and liabilities, CVA risk, loss coverage for non-performing exposures
• Liquidity coverage requirement (LCR): Information on institutions’ short-term liquidity position
• Net stable funding ratio (NSFR): Information on institutions’ longer-term liquidity position
• Additional liquidity monitoring metrics (ALMM) for liquidity reporting: Tools and metrics for analysing an institution’s liquidity and funding risk
• Leverage ratio (LR): Information on institutions’ regulatory debt level
• Large exposures (LE): Information on large exposures and their concentration, to monitor the risk of large borrowers defaulting. For more details, see the page entitled “Supplementary information on large exposures”.
• IP losses: Reporting losses stemming from lending secured by real estate collateral