Example of specific requirements articulation

As of 1 January 2025, and until otherwise directed, Bank X is required to:

• a. Approach 1: ensure that its counterbalancing capacity is at all times equal to or higher than e.g. 125% of its liquidity net outflows as measured in the LCR.
• b. Approach 2: ensure that its counterbalancing capacity results at all times in a survival period that is greater than or equal to three months, measured by the internal liquidity stress test/the maturity ladder/specific metrics developed by the supervisor.
• c. Approach 3:

− ensure that its counterbalancing capacity is at all times equal to or higher than EUR X billion; or − ensure that its counterbalancing capacity is at all times equal to or higher than EUR X billion in excess of the minimum requirement in accordance with the LCR.

• d. Approach 4: ensure that its available stable funding is at all times equal to or higher than e.g. 125% of its required stable funding as measured in the NSFR.
• e. Approach 5:

− ensure that its available stable funding is at all times equal to or higher than EUR X billion; or − ensure that its available stable funding is at all times equal to or higher than EUR X billion in excess of the minimum requirement in accordance with the NSFR.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.