Reporting modules by name

Liquidity
Framework release v3.2
Effective as of Status Current

COREP Liquidity (LCR, NSFR, ALMM)

Changes to reporting of Additional liquidity monitoring metrics (ALMM), including new proportionality measures for small and non-complex institutions

25_EN_annexe_acte_autonome_nlw_part1_v2.docx - EN 12_EN_annexe_acte_autonome_nlw_part1_v2.xlsx - EN 13_EN_annexe_acte_autonome_nlw_part1_v2.docx - EN 24_EN_annexe_acte_autonome_nlw_part1_v1.xlsx - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077211_Annex VII (Annex 20 - ALMM).XLSX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077409_Annex VIII (Annex 21 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077150_Annex X (Annex 23 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V3_P1_2077210_Annex VI (Annex 19 - ALMM).DOCX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077109_Annex V (Annex 18).XLSX - EN C_2022_8252_1_ANNEX_EN_V2_P1_2077129_Annex IX (Annex 22 - ALMM).XLSX - EN
Liquidity
Framework release v3.0
Effective as of Status Superseded

COREP Liquidity (LCR, NSFR, ALMM)

Changes in the regulatory framework related to CRR2 and the Backstop Regulation and with the evolving needs for Supervisory Authorities' risk assessments. The changes affect different areas of reporting, including own funds, credit risk, counterparty credit risk, large exposures, leverage ratio, net stable funding ratio, FINREP and G-SII indicators.

Annex 21 (AMM - Counterbalancing capacity).docx - EN Annex 22 (AMM - Maturity ladder).xlsx - EN Annex 23 (AMM - Maturity ladder).docx - EN Annex 24 (LCR).xlsx - EN Annex 25 (LCR).docx - EN Annex 12 (NSFR).xlsx - EN Annex 13 (NSFR).docx - EN Annex 18 (AMM).xlsx - EN Annex 19 (AMM).docx - EN Annex 20 (AMM - Counterbalancing capacity).xlsx - EN