Supervisory reporting of institutions with regard to the liquidity coverage requirement

DE

With the start of applicability of the liquidity requirements pursuant to Part Six of Regulation (EU) 2019/876, revised supervisory reporting requirements for the liquidity coverage requirement have also applied, as set out in Article 16 and Annexes XXIV and XXV of Implementing Regulation (EU) 2021/451.

Commission Implementing Regulation (EU) No 2021/451 provides for the use of the following liquidity templates for the liquidity coverage requirement:

  • 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 

Pursuant to Article 3(1)(a) of Commission Implementing Regulation (EU) No 2021/451, the monthly reporting remittance date, and thus also the remittance date for LCR reporting, is the 15th calendar day after the reporting reference date.