EBA publishes Q&A under CRR on NSFR for capital instruments with a residual 6 to 12-month maturity

The European Banking Authority (EBA) has published a Q&A (2021_6017) providing clarification on the net stable funding ratio (NSFR) treatment of capital instruments with a residual maturity of at least 6 but less than 12 months under the Capital Requirements Regulation. The EBA confirms that in accordance with Article 428l(d), such instruments should be subject to a 50% available stable funding factor under the NSFR framework. The EBA notes that the relevant reporting template currently does not allow firms to report this. The template and related instructions will be adjusted in the next NSFR reporting framework release.

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