# 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) (revoked)

EU Regulation 2015/61 · adopted 10 October 2014

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)

## Introductory text

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) (revoked)
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## Title I: THE LIQUIDITY COVERAGE RATIO

## 1 Subject matter

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## 2 Scope and application

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## 3 Definitions

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## 4 The liquidity coverage ratio

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## 5 Stress scenarios for the purposes of the liquidity coverage ratio

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## Title II: THE LIQUIDITY BUFFER

### Chapter 1: General provisions

## 6 Composition of the liquidity buffer

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## 7 General requirements for liquid assets

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## 8 Operational requirements

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## 9 Valuation of Liquid Assets

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### Chapter 2: Liquid Assets

## 10 Level 1 assets

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## 11 Level 2A assets

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## 12 Level 2B assets

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## 13 Level 2B securitisations

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## 14 Restricted-use committed liquidity facilities

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## 15 CIUs

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## 16 Deposits and other funding in cooperative networks and institutional protection schemes

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## 17 Composition of the liquidity buffer by asset level

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## 18 Breach of requirements

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## 19 Alternative liquidity approaches

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## Title III: LIQUIDITY OUTFLOWS AND INFLOWS

### Chapter 1: Net Liquidity outflows

## 20 Definition of net liquidity outflows

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## 21 Netting of derivatives transactions

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### Chapter 2: Liquidity outflows

## 22 Definition of liquidity outflows

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## 23 Additional liquidity outflows for other products and services

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## 24 Outflows from stable retail deposits

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## 25 Outflows from other retail deposits

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## 26 Outflows with inter-dependent inflows

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## 27 Outflows from operational deposits

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## 28 Outflows from other liabilities

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## 29 Outflows within a group ...

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## 30 Additional outflows

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## 31 Outflows from credit and liquidity facilities

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## 31a Outflows from liabilities and commitments not covered by other provisions of this Chapter

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### Chapter 3: Liquidity inflows

## 32 Inflows

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## 33 Cap on Inflows

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## 34 Inflows within a group ...

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## Title IV: FINAL PROVISIONS

## 35 Transitional provision: United Kingdom-guaranteed bank assets

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## 36 Transitional provision for Member State-sponsored impaired asset management agencies

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## 37 Transitional provision for securitisations backed by residential loans

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## 38 Transitional provision for the introduction of the liquidity coverage ratio

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## 39 Entry into force

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## Signature

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## Annex I: Formulae for the determination of the liquidity buffer composition

## 1 

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## 2 Calculation of the liquidity buffer: as of the calculation date, the liquidity buffer of the credit institution shall be equal to:

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## 3 ‘Excess liquid assets’ amount: this amount shall be comprised of the components defined herein:

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## 4 Calculation of the ‘excess liquid assets amount’: this amount shall be equal to:

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## 5 The composition of the liquidity buffer after taking into account the unwind of any secured funding transaction, secured lending transaction, asset exchange or collateralised derivatives transaction and the application of the above caps in accordance with Article 17 shall be determined as follows:

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## Annex II Formula for the calculation of the net liquidity outflow

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Source: https://www.legislation.gov.uk/eur/2015/61 (the official version)
Page: https://openlegislation.uk/eu-regulation-2015-61
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.