EBA · 2026_7719 Rejected question

Net liquidity outflows over a 30 calendar day stress period

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
412, para. 1
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Credit institution
Submitted
2026-02-16
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Question

If a facility agreement includes a condition that causes a committed revolving facility to become non‑revolving during a period of stress for the credit institution, should the net liquidity outflow for LCR purposes then be calculated based on the maturity date of each individual drawing rather than the overall facility maturity date?

Background

In committed revolving facility agreements, certain provisions are included that restrict outflows for the credit institution during periods of stress. In effect, the facility becomes non‑revolving under such stressed conditions. This implies that, during a stress event, the credit institution is not obliged to accept new drawdowns or rollover requests, and that contractual inflows occur based on the maturity dates of the individual drawings rather than the overall facility maturity. Consequently, under stressed conditions, there is no contractual option for prolongation as discussed in EBA Q&A 2017_3266.  2017_3266 Treatment of inflows from credit facilities in LCR | European Banking Authority
No answer published yet.

Original source: European Banking Authority, Q&A ID 2026_7719

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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