The European Banking Authority (EBA) has published a report on liquidity measures under Article 509(1) of the Capital Requirements Regulation. The purpose of the report is to assess banks’ liquidity risk profiles in terms of their short-term resilience. The analysis is based on the QIS data of December 2016. The QIS data shows that the average liquidity coverage ratio (LCR) across banks is 139% and that it has doubled since June 2011. The upward trend in the LCR is driven by an increase in high quality liquid assets, which more than doubled between June 2011 and December 2016.

View EBA fourth report on impact assessment for CRR liquidity measures, 18 December 2017