Commission Delegated Regulation (EU) 2017/390 of 11 November 2016 supplementing Regulation (EU) No 909/2014 of the European Parliament and of the Council with regard to regulatory technical standards on certain prudential requirements for central securities depositories and designated credit institutions offering banking-type ancillary services (Text with EEA relevance) (c. 390)

TITLE III PRUDENTIAL REQUIREMENTS APPLICABLE TO CREDIT INSTITUTIONS OR CSDS AUTHORISED TO PROVIDE BANKING-TYPE ANCILLARY SERVICES, AS REFERRED TO IN ARTICLE 59 OF REGULATION (EU) No 909/2014

CHAPTER II PRUDENTIAL FRAMEWORK FOR CREDIT AND LIQUIDITY RISK

SECTION 1 Credit risk

Sub-Section 2 Monitoring Credit Risks

Article 22 Monitoring overnight credit risk

For the purposes of monitoring overnight credit exposures, a CSD-banking service provider shall, in relation to the overnight credit:

(a)

maintain a record of the sum of the actual end of day credit exposures, for a period of at least 10 years;

(b)

record the information referred to in point (a) on a daily basis.