EBA has launched a public consultation paper on its draft ITS on supervisory reporting that focuses on Additional Liquidity Monitoring Metrics (ALMM) reporting requirements. Proposed amendments are determined by the introduction of new proportionality measures for Small and Non-Complex Institutions (SNCIs). Modifications are in line with the CRR2 provisions and specify which additional liquidity monitoring metrics shall apply to these institutions.
The proposal regarding the ALMM templates anticipates that SNCIs can be exempted from reporting metrics meant to capture the concentration of funding by product type, the volume and prices of funding for various maturity lengths and information about the volume of funds maturing and new funding obtained (roll-over funding). Additionally, it is suggested that institutions that fall outside of the SNCI or Large institutions classification are also exempted from reporting metrics on roll-over funding.
Find the full Consultation Paper regarding proportionality in liquidity reporting via the button below: