Stellungnahme DK on the EBA’s Consultation Paper “On Additional Liquidity Monitoring Metrics under Article 403(2) of the draft Capital Requirements Regulation (CRR)” (EBA/CP/2013/18)

9. August 2013

Die Deutsche Kreditwirtschaft hat Stellung genommen zur Konsultation der EBA zu geplanten Implementierungsstandards zu On Additional Liquidity Monitoring Metrics.

Aus der Stellungnahme:
Generally speaking, the amendments suggested in the present Consultation Paper appear extremely comprehensive and complex; what is more, they clearly exceed the scope of the additional supervisory reporting requested by the Basel Committee. Evidence to support this view consists, for instance, in the requested supervisory reporting of the funding costs or of the prolongation data: These metrics are absent from the Basel recommendations. Hence, we hold the view that they are not directly related to the actual LCR/NSFR reporting requirement. In our view, first of all, there should be a review whether there is a genuine need for the proposed strong breakdown of the individual reporting items. If there are any
doubts over the underlying rationale, the respective breakdown should not be carried out. At this point, we have major concerns over the reporting of contractual cash flows; after all, these metrics do not provide any decision-useful information for the purposes of banking supervision. What is more, wherever possible, we suggest synchronising the additional supervisory reporting requirements with the supervisory reporting requirements for the LCR. […]

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