Verschärfte aufsichtliche Liquiditätsanforderungen: BaFin RS 12/2021 - Vorstellung der neuen Anforderungen sowie Analyse der Auswirkungen auf die LCR-Quote

Title in English Stricter supervisory liquidity requirements: BaFin RS 12/2021 - Presentation of the new requirements and analysis of the impact on the LCR ratio
Authors

SEEL Gennadij REUSE Svend FRÉRE Eric

Year of publication 2021
Type Article in Periodical
Magazine / Source BankPraktiker
MU Faculty or unit

Faculty of Economics and Administration

Citation
Web https://www.fch-gruppe.de/Beitrag/19426/verschaerfte-aufsichtliche-liquiditaetsanforderungen-bafin-rs-122021
Description The liquidity coverage ratio (LCR) has been one of the key regulatory liquidity ratios since 2014. In practice, this ratio is used to assess and manage short-term liquidity risk. The minimum ratio has been at a level of 100% since 2018 and must always be complied with and reported to the supervisory authority on a monthly basis as part of the COREP reporting. The basic procedure for the treatment of additional liquidity outflows from other products and services is set out in Art. 23 of Delegated Regulation (EU) 2015/61. A concrete definition of the respective outflow factors, an exact delimitation of the affected products as well as the derivation of the reporting threshold for the annual reporting to the supervisory authority has so far been an open flank in the practical application.

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