Survey documents

Reporting of short-term liquidity coverage ratio (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 or financial conglomerates as defined by the Banking Act, which are subject to group and conglomerate supervision by FINMA.
Financial groups or of 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.
Reporting entity
Financial group and single entity
Frequency
Monthly
Deadline
20 days (15 days for systemically important banks)
Participants
Swiss Financial Market Supervisory Authority (FINMA)

Current survey releases

Liquidity Coverage Ratio: Group / Single Entities (without group structure) (LCR_G)

Liquidity Coverage Ratio: Group / Single Entities (with Facilitation) (LCR_GO)

Liquidity Coverage Ratio: Parent (LCR_P)

Liquidity Coverage Ratio: Parent (with Facilitation) (LCR_PO)

Liquidity Coverage Ratio (with Facilitation) for branches of foreign banks (LCR_POF)