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CRR: EBA consults on draft guidelines on LCR disclosure

Wednesday 18 May 2016 Clifford Chance Visit source website

The EBA has launched a consultation on its draft guidelines on the liquidity coverage ratio (LCR) disclosure. The guidelines harmonise and specify the qualitative and quantitative information that institutions are required to disclose on liquidity and on the LCR.

The draft guidelines include:

  • a qualitative and quantitative harmonised table for the disclosure of information on liquidity risk management as laid down by the CRR; and
  • quantitative and qualitative harmonised templates, with their corresponding instructions, for the disclosure of information on the LCR composition.