EBA discussion papers outline thinking on LCR and CRR definitions
The European Banking Authority yesterday released two discussion papers – one on the process of defining highly liquid assets for the purpose of the Liquidity Coverage Ratio (LCR) and the other on retail deposits for the purposes of liquidity reporting under the Capital Requirements Regulation (CRR).
In the paper on highly liquid assets for the LCR, the EBA sets out for discussion the steps it intends to follow in performing its analysis. The first step will involve the assessment of a range of
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