Securitisation and Regulation News

EBA launches discussion on methodology for assessment of liquidity and funding risk under supervisory review

The EBA has published a discussion paper on the methodology for the assessment of liquidity and funding risk under supervisory review. The document, which contains a preliminary version of the common methodology for assessing liquidity and funding risk, aims at helping competent authorities and colleges of supervisors assess liquidity and funding risk and reach joint decisions on liquidity. This methodology will be part of the final SREP guidelines, which will be published for consultation in mid 2014.

To the paper