Securitisation and Regulation News

EBA publishes two reports on liquidity

The EBA has published two reports on liquidity. The two reports provide the EU Commission with recommendations for the purpose of its forthcoming delegated act on the liquidity coverage requirement under Article 460 of the CRR. The Commission shall adopt the delegated act by 30 June 2014.

To the reports:

a report on the impact assessment for liquidity coverage requirements; and

a report on appropriate uniform definitions of extremely high quality liquid assets and high quality liquid assets (HQLA) and on operational requirements for liquid assets.