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18 November 2015

EBA(欧州銀行機構)、クロスボーダーのグループ内取引に係るLCR(流動性カバレッジ比率)規制上の優遇措置に関する技術的基準案について市中協議


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The purpose of these RTS is to specify the additional objective criteria listed in the delegated act, for the application of a preferential treatment in the calculation of the liquidity coverage requirement (LCR) for cross-border intragroup liquidity flows.


The proposed draft RTS set out in more detail the additional criteria to those envisaged at domestic level that institutions within a group or within an institutional protection scheme (IPS) need to meet in order to be able to apply higher inflows and/or lower outflows on liquidity and credit facilities on cross-border transactions. These criteria, as already specified in the LCR Delegated Act, aim at ensuring the effectiveness of the liquidity support.

In particular, these draft RTS specify how the liquidity provider and receiver shall present a low liquidity risk profile.  The liquidity provider shall monitor and oversee the liquidity position of the receiver at least on a daily basis and its contingency funding plan shall ensure through this monitoring that the support to the receiver is guaranteed even in times of stress.

In addition, the draft standards detail the necessary legally binding agreements and commitments between group entities regarding the credit or liquidity line.

Comments can be sent to the European Banking Authority (EBA) by 13 January 2016. A public hearing for the consultation will take place at the EBA premises on 18 December 2015 from 10:00 to 12:00 UK time.

Press release

Consultation paper



© EBA


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