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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
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Version status: Amended | Document consolidation status: Updated to reflect all known changes
Version date: 30 April 2020 - onwards
Version 4 of 4

Article 30 Additional outflows

1. Collateral other than cash and assets referred to in Article 10 which is posted by the credit institution for contracts listed in Annex II of Regulation (EU) No 575/2013 and credit derivatives, shall be subject to an additional outflow of 20 %.

Collateral in assets referred to in Article 10(1)(f) which is posted by the credit institution for contracts listed in Annex II of Regulation (EU) No 575/2013 and credit derivatives shall be subject to an additional outflow of 10 %.

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