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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)
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Article 35.Grandfathering of Member State-guaranteed bank assets
Article 36.Transitional provision for Member State-sponsored impaired asset management agencies
Article 37.Transitional provision for securitisations backed by residential loans
Article 38.Transitional provision for the introduction of the liquidity coverage ratio
Formulae for the determination of the liquidity buffer composition
1. Credit institution shall use the formulae laid down in this...
2. Calculation of the liquidity buffer: as of the calculation date,...
3. ‘Excess liquid assets’ amount: this amount shall be comprised of...
4. Calculation of the ‘excess liquid assets amount’: this amount shall...
5. The composition of the liquidity buffer after taking into account...
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