Europejski Urząd Nadzoru Bankowego, Raport EBA na temat płynności na podstawie art. 509 ust. 1 rozporządzenia CRR

EBA/Rep/2023/04

13 January 2023

EBA REPORT ON LIQUIDITY MEASURES UNDER ARTICLE 509(1) OF THE CRR

Executive summary

The objective of the report is to monitor banks’ short‐ term liquidity risk profiles.

LCR values decreased in the first half of 2022 but, on average, continues to be well above the minimum requirement. The decrease was driven by an increase in net outflows and a stabilisation of HQLA.

This report provides an update of the European Union (EU) banks’ compliance with the liquidity coverage ratio (LCR), defined as the stock of high‐ quality liquid assets (HQLAs) over the net liquidity outflows arising during a 30‐ calendar‐ day stress period. The analysis is based on Common Reporting (COREP).

At the end of June 2022, the weighted average LCR across the sample of EU banks stood at 166%, well above the minimum LCR requirement of 100% even if the ratio decreased by 9.5 p.p. during the first half of 2022 driven by an increase in net cash outflows following the outbreak of the war in...