Liquidity Reporting for Luxembourg Banks – LCR, NSFR, and Additional Monitoring Metrics
Last updated: March 2026 Your LCR is 142%. The NSFR is 108%. Both are comfortably above the 100% minimum. Then the supervisor asks why your C 67.00 shows that a single counterparty provides 23% of your wholesale funding, why the maturity ladder in C 66.01 shows a cliff in the 3-month bucket, and why the…