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Counterparties Compliance With Contractual Requirements

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Basel Committee on Banking Supervision

Basel Committee on Banking Supervision

www.bis.org

to both the LCR and the NSFR. In this regard, the contractual maturity mismatch metric, particularly the elements that take into account assets and liabilities with residual maturity of more than one year, should be considered as a valuable monitoring tool to complement the NSFR.

  Contractual

Basel Committee on Banking Supervision

Basel Committee on Banking Supervision

www.bis.org

For instance, data reporting requirements arising from Basel III and the Solvency II rules; recovery and resolution plans; revisions to the supervisory reporting frameworks of financial reporting (FINREP) and common reporting (COREP) as well as to the international financial reporting standards (IFRS) and to the

  Requirements

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