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 (for branches of foreign banks)
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 of 8 November 1934, as well as branches of foreign banks.

Reporting on a consolidated basis (financial groups or conglomerates):
The proprietary companies of financial groups or of financial conglomerates, dominated by banks, which are subject to group and conglomerate supervision by FINMA, are required to report data. Proprietary companies of 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)