Regulatory Alerts2015-06-02
Instruction No. 2015-I-08 of March 2, 2015, on the Standard Approach for Liquidity Risk, as amended by Instruction No. 2015-I-24 of October 12, 2015 (Consolidated Version)
The Prudential Control and Resolution Authority mandates that financing companies report liquidity risk coefficients and cash flow forecasts using specific XML-XBRL formats. The regulation defines precise calculation methods for liquidity ratios and financing costs, including reference interest rates and spread calculations across various maturity categories. These reporting obligations commence on January 1, 2016, replacing previous banking commission instructions and applying to credit institution branches until June 30, 2016.
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