Europejski Urząd Nadzoru Bankowego, Raport EBA na temat płynności finansowej w związku z art. 509 ust. 1 CRR

EBA/REP/2023/40

EBA REPORT ON LIQUIDITY MEASURES UNDER ARTICLE 509(1) OF THE CRR

Executive summary

The objective of the report is to monitor banks’ shortterm liquidity risk profiles.

This report provides an update of the European Union (EU) banks’ compliance with the liquidity coverage ratio (LCR), defined as the stock of high-quality liquid assets (HQLAs) divided by the net liquidity outflows that arise during a 30-calendar-day stress period. The analysis is based on Common Reporting (COREP).

LCR values decreased by 3 p.p. in the first half of 2023 to reach 163%, as HQLAs declined while net outflows remained stable. Only small banks reported an increase in their HQLAs in the first half of 2023.

At the end of June 2023, the weighted average LCR for a sample of 372 EU/EEA banks stood at 163%, well above the minimum LCR requirement of 100%. LCR decreased by 3 p.p. during the first half of 2023, as HQLA dropped during the turmoil in the US and Swiss banking sectors in the end of the first...