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EBA consults on the process to define highly liquid assets in the Liquidity Coverage Ratio (LCR)

The EBA issues today a discussion paper presenting the methodology and scope of its forthcoming analysis on definitions of highly liquid assets. The proposed methodology is based on a scorecard, which aims at producing an ordinal ranking of assets by combining a set of different liquidity indicators. Following the outcome of the analysis, the EBA will report to the European Commission on appropriate definitions of high and extremely high liquidity and credit quality of transferable assets for the purpose of the LCR. . .–Communications/Year/2013/EBA-consults-on-the-process-to-define-highly-liqui.aspx