ANNEX VIII GROUP LIQUIDITY RISK REPORT TEMPLATE

Institution:

Entity X/ Sub-group X

Entity Y/ Sub-group Y

Consolidated group

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

Liquidity elements in SREP

Score

Score

Score

A.

Liquidity risk

B.

Funding risk

C.

Liquidity and funding risk management

E. Overall liquidity risk score

Institution:

Entity X/ Sub-group X

Entity Y/ Sub-group Y

Consolidated group

Category of the institution:

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]

Reference date:

Total assets (mln EUR) at reference date:

Competent authority:

Liquidity elements in SREP

Outcome of liquidity risk assessment

Outcome of liquidity risk assessment

Outcome of liquidity risk assessment

(in mln Euros or ratio or narrative information on measures]

(in mln Euros or ratio or narrative information on measures]

(in mln Euros or ratio or narrative information on measures]

A.

Liquidity adequacy assessment

Adequate/Inadequate

Adequate/Inadequate

Adequate/Inadequate

B.

Proposal for joint decision - Quantitative measures (Articles 104 and 105)

Specific liquidity buffer requirements [To be specified in terms of LCR eligible assets post-introduction of LCR as a standard (optional before)]

Specific stable funding requirements [To be specified on NSFR definition post-NSFR introduced as a standard (optional before)]

Other quantitative restrictions/requirements

D

Proposal for joint decision — Qualitative measures (Articles 104 and 105)

Memoranda items (values at reference date)

Actual LCR ratio or any other equivalent domestic ratio (until LCR implementation in CRR)

Actual NSFR ratio or any other equivalent domestic ratio (until NSFR implementation in CRR)

LCR buffer requirement, if any ('Pillar 1')

NSFR stable funding requirement, if any ('Pillar 1')

Any other prudential requirements applicable to the institution, including under Article 103 of Directive 2013/36/EU, macro-prudential measures and recommendations of EBA and ESRB