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


SEEL Gennadij REUSE Svend FRÉRE Eric

Rok publikování 2021
Druh Článek v odborném periodiku
Časopis / Zdroj BankPraktiker
Popis 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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