On 28 April 2021, the European Banking Authority (EBA) issued a consultation on draft implementing technical standards (ITS) on supervisory reporting with respect to Additional Liquidity Monitoring Metrics (ALMM).
The consultation paper proposes amendments to the ITS on supervisory reporting with regard to ALMM reporting requirements. These amendments are mainly driven by the introduction of new proportionality measures for Small and Non-Complex Institutions (SNCIs), in line with the revised Capital Requirements Regulation (CRR 2) provisions to specify which additional liquidity monitoring metrics shall apply to those type of institutions.
The proposal regarding the ALMM templates is for SNCIs to be exempted from reporting metrics meant to capture the concentration of funding by product type, the volume and prices of funding for various maturity lengths and information about the volume of funds maturing and new funding obtained (roll-over funding). It is further proposed that institutions that fall outside of the SNCI or large institutions classification, as defined in the CRR2, are also exempted from reporting metrics on roll-over funding.
The deadline for comments on the consultation is 28 July 2021.