The EBA has been called to conduct further analysis on proportionality, the scope of application and impact on markets of the calibration of Net Stable Funding Requirements (NSFR) and Leverage Ratio (LR).
The analysis on proportionality will be based on an assessment of the impact of the requirements on banks with different business models and will also specifically aim to cover potential future reporting requirements.
The EBA will try to incorporate these aspects into its reports to the maximum extent possible and taking into account constraints in data availability.
The LR and NSFR requirements have been developed by the Basel Committee in the aftermath of recent financial crises and the work carried out by the EBA will ensure that institutions in the EU banking sector can use stable sources of funding without building up excessive leverage.
The EBA is mandated to elaborate a calibration report on NSFR by the end of 2015 and on LR by October 2016, but it informed today that the delivery date of the latter is likely to be advanced to July 2016.
Press release
Call for advice
Letter from Jonathan Faull to Andrea Enria re Call for Advice NSFR_and_LR
Letter to Jonathan Faull re call for advice on NSFR_and_LR
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