Response to consultation on amending ITS on additional monitoring metrics for liquidity

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Question 1: Do respondents agree to the structure and content of the maturity ladder template as proposed in Annexes XXIV and XXV, with in particular the items in the contingency section and memorandum item section? If not, would respondents have substantiated reasons for amending or not including a particular data item?

In the maturity ladder, a memorandum section has been added which, among other items, includes lines requesting behavioural inflows and outflows of loans and deposits respectively. In order for those items to be meaningful and comparable across all credit institutions, instructions need to be provided as to how to calculate those flows (detailed methodology). Otherwise, the figures provided could be misleading and very different from bank to bank. Additionally, the section 'CONTINGENCIES' does not make sense to be broken down in time bands. those flows do not have specific dates (since they are contingecies). it would make more sense to provide a total balance and an outflow as per LCR.

Name of organisation

Bank of Cyprus