The European Banking Authority (EBA) has been asked by the European Commission to conduct further analysis on proportionality, the scope of application and impact on markets of the calibration of Net Stable Funding Requirements (NSFR) and Leverage Ratio (LR).

The EBA will incorporate these aspects into its calibration reports on the NSFR and the LR. The EBA is mandated under articles 510(1) and (2) and 511(3) of the Capital Requirements Regulation to elaborate a calibration report on the NSFR by the end of 2015 and on the LR by October 2016. However, in its correspondence with the Commission the EBA has mentioned that it has advanced the date for submitting the LR report to July 2016.

View EBA to conduct further analysis on Net Stable Funding Requirements and Leverage Ratio, 19 August 2015