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Version status: Applicable | Document consolidation status: Updated to reflect all known changes
Version date: 1 October 2015 - onwards
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Article 9 Valuation of Liquid Assets

For the purposes of calculating its liquidity coverage ratio, a credit institution shall use the market value of its liquid assets. The market value of liquid assets shall be reduced in accordance with the haircuts set out in Chapter 2 and with Article 8(5)(b), where applicable.

Comparing proposed amendment...