ALMM (Additional liquidity monitoring metrics)

Roles that need it

• Liquidity Reporting Analyst
• Liquidity Risk Analyst
• ALM Analyst
• Treasury Analyst

Skills it belongs to

• Liquidity metrics (LCR, NSFR)
• Prudential and regulatory reporting (COREP, FINREP, US call reports)

Related concepts

• LCR (Liquidity Coverage Ratio)The Liquidity Coverage Ratio requires a bank to hold enough unencumbered high-quality liquid assets to cover its net cash outflows over a 30-day stress period. It must be at least 100% under the CRR and Commission Delegated Regulation (EU) 2015/61.
• NSFR (Net Stable Funding Ratio)The Net Stable Funding Ratio compares available stable funding (capital and longer or sticky liabilities) with required stable funding (set by the liquidity and maturity of assets) over a one-year horizon. The minimum is 100%. It applies in the EU since June 2021 under CRR2.
• COREP (Common Reporting)COREP is the EU harmonised supervisory reporting framework for own funds and capital requirements of banks and investment firms under the CRR. It is set out in EBA implementing technical standards and submitted in XBRL to national supervisors, mostly every quarter.

Sources

• Commission Implementing Regulation (EU) 2024/3117 on supervisory reporting, EUR-Lex (external site) accessed 31 Oct 2026
• Reporting frameworks, EBA (external site) accessed 31 Oct 2026

Updated 31 Oct 2026.