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Liquidity Coverage Ratio Delegated Regulation In force since 1 October 2015

Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to liquidity coverage requirement for Credit Institutions
32015R0061 · official text on EUR-Lex

This English text is a careful, terminology-researched translation prepared by eucite.com — not an official government translation. The German original linked above is the legally authoritative text.

Articles

• Article 1 — Subject matter
• Article 2 — Scope and application
• Article 3 — Definitions
• Article 4 — The liquidity coverage ratio
• Article 5 — Stress scenarios for the purposes of the liquidity coverage ratio

Chapter 1 General provisions

• Article 6 — Composition of the liquidity buffer
• Article 7 — General requirements for liquid assets
• Article 8 — Operational requirements
• Article 9 — Valuation of Liquid Assets

Chapter 2 Liquid Assets

• Article 10 — Level 1 assets
• Article 11 — Level 2A assets
• Article 12 — Level 2B assets
• Article 13 — Level 2B securitisations
• Article 14 — Restricted-use committed liquidity facilities
• Article 15 — CIUs
• Article 16 — Deposits and other funding in cooperative networks and institutional protection schemes
• Article 17 — Composition of the liquidity buffer by asset level
• Article 18 — Breach of requirements
• Article 19 — Alternative liquidity approaches

Chapter 1 Net Liquidity outflows

• Article 20 — Definition of net liquidity outflows
• Article 21 — Requirements for assessing the effect of collateral received in derivatives transactions

Chapter 2 Liquidity outflows

• Article 22 — Definition of liquidity outflows
• Article 23 — Additional liquidity outflows for other products and services
• Article 24 — Outflows from stable retail deposits
• Article 25 — Outflows from other retail deposits
• Article 26 — Outflows with inter-dependent inflows
• Article 27 — Outflows from operational deposits
• Article 28 — Outflows from other liabilities
• Article 29 — Outflows within a group or an institutional protection scheme
• Article 30 — Additional outflows
• Article 31 — Outflows from credit and liquidity facilities

Chapter 3 Liquidity inflows

• Article 32 — Inflows
• Article 33 — Cap on Inflows
• Article 34 — Inflows within a group or an institutional protection scheme
• Article 35 — Grandfathering of Member State-guaranteed bank assets
• Article 36 — Transitional provision for Member State-sponsored impaired asset management agencies
• Article 37 — Transitional provision for securitisations backed by residential loans
• Article 38 — Transitional provision for the introduction of the liquidity coverage ratio
• Article 39 — Entry into force