FR 2052a

Complex Institution Liquidity Monitoring Report

Description: The FR 2052a report collects quantitative information on selected assets, liabilities, funding activities, and contingent liabilities on a consolidated basis and by material entity subsidiary. The FR 2052a comprises sections covering broad funding classifications by product, outstanding balance and purpose, segmented by maturity date.

OMB: 7100-0361

Purpose: The data are used to monitor an individual organization's overall liquidity profile for institutions supervised by the Federal Reserve. These data also provide detailed information on the liquidity risks within different business lines (e.g., financing of securities positions and prime brokerage activities). In particular, the data serve as part of the Federal Reserve's supervisory surveillance program in its liquidity risk management area and provide timely information on firm-specific liquidity risks during periods of stress.

Background: The financial crisis of 2007 and 2008 highlighted the need for timely liquidity data to identify and monitor liquidity risks at individual firms as well as in aggregate across the financial system. The data provided in the FR 2052a report meets this need. The crisis highlighted the importance of understanding intra- company flows and exposures within a consolidated institution. Capturing such flows is a focus of the FR 2052a, particularly at large, systemically important, globally active U.S. banking institutions. A single, consolidated view is not sufficient to provide meaningful insight into an institution's liquidity profile. Rather, disaggregated views by legal entities (parent company, broker/dealer entities, bank entities etc.) have contributed to supervisory monitoring efforts and risk supervision by identifying vulnerabilities posed by potential impediments to the movement of liquidity across legal entities. Finally, the collection of these data assist the Federal Reserve's macroprudential supervision.

Respondent Panel: The FR 2052a is filed by banking organizations subject to Category I, II, III, or IV standards under the Board's Regulation YY and Regulation LL. This includes (1) any top-tier U.S. bank holding company with $100 billion or more in total consolidated assets that is not a subsidiary of a foreign banking organization, (2) any top- tier U.S. savings and loan holding company with $100 billion or more in total consolidated assets that is a covered depository institution holding company as defined by the Liquidity Coverage Ratio and Net Stable Funding Ratio rules and is not a subsidiary of a foreign banking organization, and (3) any foreign banking organization, as defined by the Board's Regulation YY, with combined U.S. assets of $100 billion or more.

Frequency: U.S. banking organizations that are identified as (1) global systemically important bank holding companies, (2) banking organizations subject to Category II standards, or (3) banking organizations subject to Category III standards with average weighted short-term wholesale funding of $75 billion or more must submit a report on each business day. U.S. banking organizations that are identified as (1) banking organizations subject to Category III standards with average weighted short-term wholesale funding of less than $75 billion, or (2) banking organizations subject to Category IV standards must submit a report monthly. Foreign banking organizations identified as (1) foreign banking organizations subject to Category II standards, or (2) foreign banking organizations subject to Category III standards with average weighted short-term wholesale funding of $75 billion or more must submit a report on each business day. Foreign banking organizations identified as (1) foreign banking organizations subject to Category III standards with average weighted short-term wholesale funding of less than $75 billion, or (2) foreign banking organizations subject to Category IV standards must submit a report monthly. Consistent with current supervisory authority and processes, the Board, during periods of stress, may temporarily require FR 2052a liquidity data from monthly filers on a more frequent basis.

Public Release: Micro data from the FR 2052a are considered confidential and are not published.

Last Update: April 29, 2022