Article 451a | CRR | Regulation 575/2013

Article 451a - Disclosure of liquidity requirements

Article 451a

Disclosure of liquidity requirements

Institutions that are subject to Part Six shall disclose information on their liquidity coverage ratio, net stable funding ratio and liquidity risk management in accordance with this Article.

Institutions shall disclose the following information in relation to their liquidity coverage ratio as calculated in accordance with the delegated act referred to in Article 460(1):

(a)

the average or averages, as applicable, of their liquidity coverage ratio based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;

(b)

the average or averages, as applicable, of total liquid assets, after applying the relevant haircuts, included in the liquidity buffer pursuant to the delegated act referred to in Article 460(1), based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period, and a description of the composition of that liquidity buffer;

(c)

the averages of their liquidity outflows, inflows and net liquidity outflows as calculated in accordance with the delegated act referred to in Article 460(1), based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period and the description of their composition.

Institutions shall disclose the following information in relation to their net stable funding ratio as calculated in accordance with Title IV of Part Six:

(a)

quarter-end figures of their net stable funding ratio calculated in accordance with Chapter 2 of Title IV of Part Six for each quarter of the relevant disclosure period;

(b)

an overview of the amount of available stable funding calculated in accordance with Chapter 3 of Title IV of Part Six;

(c)

an overview of the amount of required stable funding calculated in accordance with Chapter 4 of Title IV of Part Six.

Institutions shall disclose the arrangements, systems, processes and strategies put in place to identify, measure, manage and monitor their liquidity risk in accordance with Article 86 of Directive 2013/36/EU.

PART ONE - GENERAL PROVISIONS (Article 1-24)

PART TWO - OWN FUNDS AND ELIGIBLE LIABILITIES (Article 25-91)

PART THREE - CAPITAL REQUIREMENTS (Article 92-386)

PART FOUR - LARGE EXPOSURES (Article 387-403)

PART FIVE - EXPOSURES TO TRANSFERRED CREDIT RISK (Article 404-410)

PART SIX - LIQUIDITY (Article 411-428az)

PART SEVEN - LEVERAGE (Article 429-429g)

PART SEVEN A - REPORTING REQUIREMENTS (Article 430-430c)

PART EIGHT - DISCLOSURE BY INSTITUTIONS (Article 431-455)

TITLE I - GENERAL PRINCIPLES (Article 431-434b)

TITLE II - TECHNICAL CRITERIA ON TRANSPARENCY AND DISCLOSURE (Article 435-451a)Article 435 - Disclosure of risk management objectives and policies ITSGL Article 436 - Disclosure of the scope of application ITSGL Article 437 - Disclosure of own funds ITSQ&AGL Article 437a - Disclosure of own funds and eligible liabilities ITSGL Article 438 - Disclosure of own funds requirements and risk-weighted exposure amounts ITSQ&AGL Article 439 - Disclosure of exposures to counterparty credit risk ITSGL Article 440 - Disclosure of countercyclical capital buffers ITSRTSQ&AGL Article 441 - Disclosure of indicators of global systemic importance ITSGL Article 442 - Disclosure of exposures to credit risk and dilution risk ITSQ&AGL Article 443 - Disclosure of encumbered and unencumbered assets ITSRTSGL Article 444 - Disclosure of the use of the Standardised Approach ITSGL Article 445 - Disclosure of exposure to market risk ITSGL Article 446 - Disclosure of operational risk management ITS Article 447 - Disclosure of key metrics ITS Article 448 - Disclosure of exposures to interest rate risk on positions not held in the trading book ITS Article 449 - Disclosure of exposures to securitisation positions ITS Article 449a - Disclosure of environmental, social and governance risks (ESG risks) ITSQ&A Article 450 - Disclosure of remuneration policy ITSQ&AGL Article 451 - Disclosure of the leverage ratio ITSQ&AGL Article 451a - Disclosure of liquidity requirements ITSQ&A

TITLE III - QUALIFYING REQUIREMENTS FOR THE USE OF PARTICULAR INSTRUMENTS OR METHODOLOGIES (Article 452-455)

PART NINE - DELEGATED AND IMPLEMENTING ACTS (Article 456-464)

PART TEN - TRANSITIONAL PROVISIONS, REPORTS, REVIEWS AND AMENDMENTS (Article 465-520)

PART ELEVEN - FINAL PROVISIONS (Article 521)

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Article 451a - Disclosure of liquidity requirements

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