Europejski Urząd Nadzoru Bankowego, Raport z monitorowania wdrażania wskaźnika pokrycia płynności i wskaźnika stabilnego finansowania netto (NSFR) w UE

15 JUNE 2023

EBA/REP/2023/19

MONITORING OF LIQUIDITY COVERAGE RATIO AND NET STABLE FUNDING RATIO IMPLEMENTATION IN THE EU THIRD REPORT

1. Executive summary

1.1 Background

1. As a follow up to the work done in the second EBA LCR monitoring report published in March 2021 , in the context of its work on exiting Covid 19 measures with the progressive weaning of policy support leading the path to normalisation and return to pre-pandemic standards, the EBA has assessed the potential impact on LCR and NSFR levels and related implications for the liquidity and funding needs of EU banks considering economic developments such as the upcoming central bank funding repayment (mainly repayments of the ECB’s TLTRO), increasing and higher interest rates, inflation and recession risk.

2. To estimate such impacts the EBA developed some broad projections of LCR and NSFR values in 2023 and 2024 considering key events such as central bank funding maturities as well as a potential scenario of higher liquidity...