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ALMM reporting (EBA)

Following the 2007 liquidity crisis, the Basel Committee on Banking Supervision issued new guidelines in order to add more granularity to liquidity reports. ALMM, or additional liquidity monitoring metrics, is a set of rules by the Official Journal of the European Union designed to supplement information in the Liquidity Coverage Ratio (LCR). While there is overlap between the two reports, the ALMM requires banks to report much more granular data.


ALMM requires banks to fill templates and include instructions for:

  • Contract maturity analysis / a maturity ladder
  • Concentration of funding by counterparts and product
  • The concentration of counterbalancing capacity
  • Volumes, spreads and roll-overs of funding

The reporting frequency of ALMM is monthly, except in special cases where reporting is completed on a quarterly basis.


Discover how CCH Tagetik Performance Management Software delivers:

EBA Supervisory Reporting