Part Six Liquidity (arts. 411-428az)

Title I Definitions and Liquidity Requirements (arts. 411-414)
Applicable
Article 411 Definitions
Applicable
Article 412 Liquidity coverage requirement
Applicable
Article 413 Stable Funding
Applicable
Article 414 Compliance with liquidity requirements
Title II Liquidity Reporting (arts. 415-426)
Amended
Article 415 Reporting obligation and reporting format
Applicable
Article 416 Reporting on liquid assets
Applicable
Article 417 Operational requirements for holdings of liquid assets
Applicable
Article 418 Valuation of liquid assets
Amended
Article 419 Currencies with constraints on the availability of liquid assets
Applicable
Article 420 Liquidity outflows
Applicable
Article 421 Outflows on retail deposits
Applicable
Article 422 Outflows on other liabilities
Applicable
Article 423 Additional outflows
Applicable
Article 424 Outflows from credit and liquidity facilities
Applicable
Article 425 Inflows
Applicable
Article 426 Updating Future liquidity requirements
Title III Reporting on Stable Funding (arts. 427-428)
Applicable
Article 427 Items providing stable funding
Applicable
Article 428 Items requiring stable funding
Title IV The net stable funding ratio (arts. 428a-428az)
Chapter 1 The net stable funding ratio (arts. 428a-428b)
Inserted
Article 428a Application on a consolidated basis
Inserted
Article 428b The net stable funding ratio
Chapter 2 General rules for the calculation of the net stable funding ratio (arts. 428c-428h)
Inserted
Article 428c Calculation of the net stable funding ratio
Inserted
Article 428d Derivative contracts
Inserted
Article 428e Netting of secured lending transactions and capital market-driven transactions
Inserted
Article 428f Interdependent assets and liabilities
Inserted
Article 428g Deposits in institutional protection schemes and cooperative networks
Inserted
Article 428h Preferential treatment within a group or within an institutional protection scheme
Chapter 3 Available stable funding (arts. 428i-428o)
Section 1 General provisions (arts. 428i-428j)
Inserted
Article 428i Calculation of the amount of available stable funding
Inserted
Article 428j Residual maturity of a liability or of own funds
Section 2 Available stable funding factors (arts. 428k-428o)
Inserted
Article 428k 0 % available stable funding factor
Inserted
Article 428l 50 % available stable funding factor
Inserted
Article 428m 90 % available stable funding factor
Inserted
Article 428n 95 % available stable funding factor
Inserted
Article 428o 100 % available stable funding factor
Chapter 4 Required stable funding (arts. 428p-428ah)
Section 1 General provisions (arts. 428p-428q)
Inserted
Article 428p Calculation of the amount of required stable funding
Inserted
Article 428q Residual maturity of an asset
Section 2 Required stable funding factors (arts. 428r-428ah)
Inserted
Article 428r 0 % required stable funding factor
Inserted
Article 428s 5 % required stable funding factor
Inserted
Article 428t 7 % required stable funding factor
Inserted
Article 428u 7,5 % required stable funding factor
Inserted
Article 428v 10 % required stable funding factor
Inserted
Article 428w 12 % required stable funding factor
Inserted
Article 428x 15 % required stable funding factor
Inserted
Article 428y 20 % required stable funding factor
Inserted
Article 428z 25 % required stable funding factor
Inserted
Article 428aa 30 % required stable funding factor
Inserted
Article 428ab 35 % required stable funding factor
Inserted
Article 428ac 40 % required stable funding factor
Inserted
Article 428ad 50 % required stable funding factor
Inserted
Article 428ae 55 % required stable funding factor
Inserted
Article 428af 65 % required stable funding factor
Inserted
Article 428ag 85 % required stable funding factor
Inserted
Article 428ah 100 % required stable funding factor
Chapter 5 Derogation for small and non-complex institutions (art. 428ai)
Inserted
Article 428ai Derogation for small and non-complex institutions
Chapter 6 Available stable funding for the simplified calculation of the net stable funding ratio (arts. 428aj-428ap)
Section 1 General provisions (arts. 428aj-428ak)
Inserted
Article 428aj Simplified calculation of the amount of available stable funding
Inserted
Article 428ak Residual maturity of a liability or own funds
Section 2 Available stable funding factors (arts. 428al-428ap)
Inserted
Article 428al 0 % available stable funding factor
Inserted
Article 428am 50 % available stable funding factor
Inserted
Article 428an 90 % available stable funding factor
Inserted
Article 428ao 95 % available stable funding factor
Inserted
Article 428ap 100 % available stable funding factor
Chapter 7 Required stable funding for the simplified calculation of the net stable funding ratio (arts. 428aq-428az)
Section 1 General provisions (arts. 428aq-428ar)
Inserted
Article 428aq Simplified calculation of the amount of required stable funding
Inserted
Article 428ar Residual maturity of an asset
Section 2 Required stable funding factors (428as-428az)
Inserted
Article 428as 0 % required stable funding factor
Inserted
Article 428at 5 % required stable funding factor
Inserted
Article 428au 10 % required stable funding factor
Inserted
Article 428av 20 % required stable funding factor
Inserted
Article 428aw 50 % required stable funding factor
Inserted
Article 428ax 55 % required stable funding factor
Inserted
Article 428ay 85 % required stable funding factor
Inserted
Article 428az 100 % required stable funding factor