Article 428

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Capital Requirements Regulation (CRR) > PART SIX > TITLE III > Article 428
Title:
Article 428
Description: 
Items requiring stable funding
Main content: 

1. Unless deducted from own funds, the following items shall be reported to competent authorities separately in order to allow an assessment of the needs for stable funding:

(a) the assets that would qualify as liquid assets in accordance with Article 416, broken down by asset type;

(b) the following securities and money market instruments not included in point (a):

(i) assets qualifying for credit step 1 under Article 122;

(ii) assets qualifying for credit step 2 under Article 122;

(iii) other assets;

(c) equity securities of non-financial entities listed on a major index in a recognised exchange;

(d) other equity securities;

(e) gold;

(f) other precious metals;

(g) non-renewable loans and receivables, and separately those non-renewable loans and receivables for which borrowers are:

(i) natural persons other than commercial sole proprietors and partnerships;

(ii) SMEs that qualify for the retail exposure class under the Standardised or IRB approaches for credit risk or to a company which is eligible for the treatment set out in Article 153(4) and where the aggregate deposit placed by that client or group of connected clients is less than EUR 1 million;

(iii) sovereigns, central banks and public sector entities;

(iv) clients not referred to in points (i) and (ii) other than financial customers;

(v) clients not referred to in points (i), (ii) and (iii) that are financial customers, and thereof separately those that are credit institutions and other financial customers;

(h) non-renewable loans and receivables referred to in point (g), and thereof separately those that are:

(i) collateralised by commercial immovable property (CRE);

(ii) collateralised by residential property (RRE);

(iii) match funded (pass-through) via bonds eligible for the treatment set out in Article 129(4) or (5) or via bonds as referred to in Article 52(4) of Directive 2009/65/EC;

(i) derivatives receivables;

(j) any other assets;

(k) undrawn committed credit facilities that qualify as “medium risk” or “medium/low risk” under Annex I.

2. Where applicable, all items shall be presented in the five buckets described in Article 427(2).