Supervisory reporting of institutions of the liquidity coverage requirement

With the publication in the Official Journal of the European Union on 14 February 2020 of Commission Implementing Regulation (EU) No 2020/429, Commission Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions was brought into line with Delegated Regulation (EU) No 2015/61 of 10 October 2014, as amended by Delegated Regulation (EU) No 2018/1620, with regard to the liquidity coverage requirement for credit institutions.

Commission Implementing Regulation (EU) No 2020/429 envisages the use of the following liquidity coverage templates:

  • C 72.00 - Part I: Liquid Assets
  • C 73.00 - Part II: Outflows
  • C 74.00 - Part III: Inflows
  • C 75.01 - Part IV: Collateral Swaps
  • C 76.00 - Part V: Calculations
  • C 77.00 - Part VI: Perimeter of Consolidation 

Implementing Regulation (EU) 2020/429 entered into force on 1 April 2020. The first reporting reference date was 30 April 2020.

Pursuant to Article 3(1)(a) of Commission Implementing Regulation (EU) No 680/2014, the monthly reporting remittance date, and thus also the remittance date for LCR reporting, is the 15th calendar day after the reporting reference date.