Volume: 3, Issue: 1, December 2015 Publisher: EDIS - Publishing Institution of the University of Zilina Powered by:Publishing Society, Zilina, Slovakia
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Table of content
Scientific Committee
Information
Partners
Preface
Chairman Committee
The article discusses the issues pertaining to a harmonisation of liquidity risk regulations within the European Union. The problems, which are particularly relevant to the Polish banking sector, are discussed from a host country perspective. The article provides an assessment of the impact of the liquidity risk regulatory harmonisation on banks as well as on local financial supervisory authorities carrying out prudential supervision.
Author keywords
liquidity risk
regulations
foreign-owned banks
References
[1] Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013
on access to the activity of credit institutions and the prudential supervision of
credit institutions and investment firms, amending Directive 2002/87/EC and repealing
Directives 2006/48/EC and 2006/49/EC, OJ L 176/338, 26.7.2013.
[2] Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June
2013 on prudential requirements for credit institutions and investment firms and
amending Regulation (EU) No 648/2012, OJ L 176, 27.6.2013.
[3] Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement
Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to
liquidity coverage requirement for Credit Institutions, OJ L 11, 17.1.2015.
[4] Commission Implementing Regulation (EU) 2015/233 of 13 February 2015 laying down
implementing technical standards with regard to currencies in which there is an
extremely narrow definition of central bank eligibility pursuant to Regulation (EU)
No 575/2013 of the European Parliament and of the Council, OJ L 39, 14.2.2015.
[5] EBA, Guidelines on retail deposits subject to different outflows for purposes of
liquidity reporting under Regulation (EU) No 575/2013, on prudential requirements for
credit institutions and investment firms and amending Regulation (EU) No 648/2012
(Capital Requirements Regulation – CRR), EBA/GL/2013/01, 6 December 2013.
[6] EBA FINAL draft implementing technical standards on additional liquidity monitoring
metrics under Article 415(3)(b) of Regulation (EU) No 575/2013, EBA/ITS/2013/11/rev1,
24/07/2014.
[7] Rekomendacja P dotycząca zarządzania ryzykiem płynności finansowej banków, Dz.
Urz. Komisji Nadzoru Finansowego, Poz. 14, Warszawa, marzec 2015 r.
[8] BCBS, Principles for sound liquidity risk management and supervision, Bank for
International Settlements, September 2008.
[9] Rekomendacje dla banków dotyczące systemu monitorowania płynności finansowej,
Generalny Inspektorat Nadzoru Bankowego, Komisja Nadzoru Bankowego, Narodowy Bank
Polski, Warszawa, czerwiec 1996 r.
[10] Rekomendacja P dotycząca systemu monitorowania płynności finansowej banków,
Generalny Inspektorat Nadzoru Bankowego, Komisja Nadzoru Bankowego, Narodowy Bank
Polski, tekst zaktualizowany, Warszawa 2002 r.
[11] Ustawa z dnia 5 sierpnia 2015 r. o nadzorze makroostrożnościowym nad systemem
finansowym i zarządzaniu kryzysowym w systemie finansowym, Dz. U. 2015 poz. 1513.
[12] Resolution No. 386/2008 of the Polish Financial Supervision Authority of 17 December
2008 on the establishment of liquidity standards binding for banks, Dz. Urz. Komisji
Nadzoru Finansowego Nr 8, Poz. 40, Warszawa, 31 December 2008 r.
[13] Commission Implementing Regulation (EU) No 710/2014 of 23 June 2014 laying down
implementing technical standards with regard to conditions of application of the
joint decision process for institution-specific prudential requirements according to
Directive 2013/36/EU of the European Parliament and of the Council, OJ L 188,
27.6.2014.
[14] Council Regulation (EU) No 1024/2013 of 15 October 2013 conferring specific tasks on
the European Central Bank concerning policies relating to the prudential supervision
of credit institutions, OJ L 287/63, 29.10.2013.
[15] Report from the Commission to the European Parliament and the Council: Legal
Obstacles to the Free Movement of Funds between Institutions within a Single
Liquidity Sub-Group, COM(2014) 327 final, Brussels, 5.6.2014.
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