Commission Delegated Regulation (EU) 2015/61Show full title

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)

ANNEX II Formula for the calculation of the net liquidity outflow

NLO

=

Net liquidity outflow

TO

=

Total outflows

TI

=

Total inflows

FEI

=

Fully exempted inflows

IHC

=

Inflows subject to higher cap of 90 % outflows

IC

=

Inflows subject to cap of 75 % of outflows

Net liquidity outflows equals total outflows less the reduction for fully exempt inflows less the reduction for inflows subject to the 90 % cap less the reduction for inflows subject to the 75 % cap

NLO = TO – MIN(FEI, TO) – MIN(IHC, 0,9*MAX(TO – FEI, 0)) – MIN(IC, 0,75*MAX(TO – FEI – IHC/0,9, 0))