icon-grid
Better Regulation logo
Table of Contents

Table of Contents

Expand all headings Collapse all headings Expand side bar Collapse side bar
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)RecitalsTitle I The Liquidity Coverage Ratio (arts. 1-5)Article 1 Subject matterArticle 2 Scope and applicationArticle 3 DefinitionsArticle 4 The liquidity coverage ratioArticle 5 Stress scenarios for the purposes of the liquidity coverage ratioTitle II The Liquidity Buffer (arts. 6-19)Chapter 1 General provisions (arts. 6-9)Article 6 Composition of the liquidity bufferArticle 7 General requirements for liquid assetsArticle 8 Operational requirementsArticle 9 Valuation of Liquid AssetsChapter 2 Liquid Assets (arts. 10-19)Article 10 Level 1 assetsArticle 11 Level 2A assetsArticle 12 Level 2B assetsArticle 13 Level 2B securitisationsArticle 14 Restricted-use committed liquidity facilitiesArticle 15 CIUsArticle 16 Deposits and other funding in cooperative networks and institutional protection schemesArticle 17 Composition of the liquidity buffer by asset levelArticle 18 Breach of requirementsArticle 19 Alternative liquidity approachesTitle III Liquidity Outflows and Inflows (arts. 20-34)Chapter 1 Net Liquidity outflows (arts. 20-21)Article 20 Definition of net liquidity outflowsArticle 21 Netting of derivatives transactionsChapter 2 Liquidity outflows (arts. 22-31a)Article 22 Definition of liquidity outflowsArticle 23 Additional liquidity outflows for other products and servicesArticle 24 Outflows from stable retail depositsArticle 25 Outflows from other retail depositsArticle 26 Outflows with inter-dependent inflowsArticle 27 Outflows from operational depositsArticle 28 Outflows from other liabilitiesArticle 29 Outflows within a group or an institutional protection schemeArticle 30 Additional outflowsArticle 31 Outflows from credit and liquidity facilitiesArticle 31a Outflows from liabilities and commitments not covered by other provisions of this ChapterChapter 3 Liquidity inflows (arts. 32-34)Article 32 InflowsArticle 33 Cap on InflowsArticle 34 Inflows within a group or an institutional protection schemeTitle IV Final Provisions (arts. 35-39)Article 35 Grandfathering of Member State-guaranteed bank assetsArticle 36 Transitional provision for Member State-sponsored impaired asset management agenciesArticle 37 Transitional provision for securitisations backed by residential loansArticle 38 Transitional provision for the introduction of the liquidity coverage ratioArticle 39 Entry into forceAnnex I Formulae for the determination of the liquidity buffer compositionAnnex II Formula for the calculation of the net liquidity outflowDone at
Document Overview
Tools
Set a date to view the document
Text comparison options
Full text - Date 1 vs Date 2
Amendments requiring commencement - Current text vs Text requiring commencement
Draft proposed changes - Current text vs Text proposed by drafting documents
Coming soon: Any documents - Any document vs Another document at any date
Print / Export options
Current page
Whole document
Selected pages
Consolidated PDF of the entire document as of 27th December 2024
Export
Export line by line
Export provision to provision
Report template
Create report template
Alert me to changes
Manage alerts
Bookmarks
This page
This document
Manage bookmarks
Search within this document
View previous searches
Share
Get page link
Share via email application
PreviousNext

Chapter 2 Liquid Assets (arts. 10-19)

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
PreviousNext