Article 18(1) of Commission Implementing Regulation (EU) No 2021/451 requires the following reports of information on additional liquidity monitoring metrics with a monthly frequency:

• C 66.01 – Maturity ladder
• C 67.00 – Concentration of funding by counterparty
• C 68.00 – Concentration of funding by product type
• C 69.00 – Prices for various lengths of funding
• C 70.00 – Roll-over of funding
• C 71.00 – Concentration of counterbalancing capacity by issues

Nonetheless, an institution that meets all the conditions set out in Article 4(1) point (145) of Regulation (EU) No 575/2013 may report the information on additional liquidity monitoring metrics with a quarterly frequency pursuant to Article 18(2) of the Implementing Regulation.

BaFin and the Bundesbank expect that, in principle, all the institutions which cumulatively meet all of the conditions set out in Article 4(1) point (145) of Regulation (EU) No 575/2013 as at the relevant reporting reference date will submit reports with a quarterly frequency. Should such an institution nonetheless wish to report with a monthly frequency, it must accordingly inform the Bundesbank of this in advance.