Version status: Applicable | Document consolidation status: Updated to reflect all known changes
Published date: 17 January 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 (Text with EEA relevance)

Recitals
Title I The Liquidity Coverage Ratio (arts. 1-5)
Applicable
Article 1 Subject matter
Amended
Article 2 Scope and application
Amended
Article 3 Definitions
Amended
Article 4 The liquidity coverage ratio
Applicable
Article 5 Stress scenarios for the purposes of the liquidity coverage ratio
Title II The Liquidity Buffer (arts. 6-19)
Chapter 1 General provisions (arts. 6-9)
Applicable
Article 6 Composition of the liquidity buffer
Amended
Article 7 General requirements for liquid assets
Amended
Article 8 Operational requirements
Applicable
Article 9 Valuation of Liquid Assets
Chapter 2 Liquid Assets (arts. 10-19)
Amended
Article 10 Level 1 assets
Amended
Article 11 Level 2A assets
Applicable
Article 12 Level 2B assets
Amended
Article 13 Level 2B securitisations
Applicable
Article 14 Restricted-use committed liquidity facilities
Amended
Article 15 CIUs
Amended
Article 16 Deposits and other funding in cooperative networks and institutional protection schemes
Amended
Article 17 Composition of the liquidity buffer by asset level
Applicable
Article 18 Breach of requirements
Applicable
Article 19 Alternative liquidity approaches
Title III Liquidity Outflows and Inflows (arts. 20-34)
Chapter 1 Net Liquidity outflows (arts. 20-21)
Applicable
Article 20 Definition of net liquidity outflows
Amended
Article 21 Netting of derivatives transactions
Chapter 2 Liquidity outflows (arts. 22-31a)
Amended
Article 22 Definition of liquidity outflows
Amended
Article 23 Additional liquidity outflows for other products and services
Applicable
Article 24 Outflows from stable retail deposits
Amended
Article 25 Outflows from other retail deposits
Amended
Article 26 Outflows with inter-dependent inflows
Applicable
Article 27 Outflows from operational deposits
Amended
Article 28 Outflows from other liabilities
Amended
Article 29 Outflows within a group or an institutional protection scheme
Amended
Article 30 Additional outflows
Amended
Article 31 Outflows from credit and liquidity facilities
Inserted
Article 31a Outflows from liabilities and commitments not covered by other provisions of this Chapter
Chapter 3 Liquidity inflows (arts. 32-34)
Amended
Article 32 Inflows
Applicable
Article 33 Cap on Inflows
Amended
Article 34 Inflows within a group or an institutional protection scheme
Title IV Final Provisions (arts. 35-39)
Applicable
Article 35 Grandfathering of Member State-guaranteed bank assets
Applicable
Article 36 Transitional provision for Member State-sponsored impaired asset management agencies
Applicable
Article 37 Transitional provision for securitisations backed by residential loans
Applicable
Article 38 Transitional provision for the introduction of the liquidity coverage ratio
Applicable
Article 39 Entry into force
Amended
Annex I Formulae for the determination of the liquidity buffer composition
Applicable
Annex II Formula for the calculation of the net liquidity outflow
Done at