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Annex I Formulae for the determination of the liquidity buffer compositionF1

United Kingdom Repealed

Original text. Later amendments are not shown.

  1. 1Division 1
  2. 2Calculation of the liquidity buffer: as of the calculation date, the liquidity buffer of the credit institution shall be equal to:
  3. 3‘Excess liquid assets’ amount: this amount shall be comprised of the components defined herein:
  4. 4Calculation of the ‘excess liquid assets amount’: this amount shall be equal to:
  5. 5The 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:

Annotations

Textual amendments

F1

Regulation revoked (1.1.2022) by The Capital Requirements Regulation (Amendment) Regulations 2021 (S.I. 2021/1078), regs. 1(1), 13(1)(a) (with reg. 15) (as amended by S.I. 2021/1376, reg. 32(8))