Reporting of short-term liquidity coverage ratio (LCR)

LCR

Name of survey

LCR_G, LCR_P (FINMA supervisory categories 1 to 3);
LCR_GO, LCR_PO (FINMA supervisory categories 4 and 5);
LCR_POF (branches of foreign banks and account-holding branches of foreign securities firms)

Forms

LCR_Gxx, LCR_Pxx, LCR_GOxx, LCR_POxx, LCR_POFx

Coverage

Short-term liquidity coverage ratio (LCR)

Type of survey

Full sample survey

Reporting institutions

Reporting on a single entity basis:
All banks as defined by the Banking Act (SR 952.0), as well as branches of foreign banks.
All account-holding securities firms as defined by the Financial Institutions Act (SR 954.1), as well as account-holding branches of foreign securities firms.

Reporting on a consolidated basis:
Financial groups and financial conglomerates as defined by the Banking Act, which are subject to group and conglomerate supervision by FINMA.
Financial groups and financial conglomerates as defined by the Financial Institutions Act, which are subject to group and conglomerate supervision by FINMA and which include an account-holding securities firm.
Subsidiary financial groups are also required to report data.