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Excess collateral held by credit institution that can be contractually called at any times by the counterparty

Do we need to consider all future derivatives inflows or only the future derivatives inflows within the 30-day LCR bucket for the calculation of excess collateral?

Legal act: Regulation (EU) No 575/2013 (CRR)

COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement

ID: 2020_5544 | Topic: Liquidity risk | Date of submission: 09/10/2020 | Date of publication: 11/02/2022

Liquid asset received as a component of a pool of collateral in securities transaction (reverse repo or collateral swap).

Is Article 30(6)(c) of the DR(EU) 2015/61 also applicable to Level 1 HQLA that can be substituted by Level 2 HQLA?

Legal act: Regulation (EU) No 575/2013 (CRR)

COM Delegated or Implementing Acts/RTS/ITS/GLs: Delegated Regulation (EU) 2015/61 - DR with regard to liquidity coverage requirement

ID: 2017_3280 | Topic: Liquidity risk | Date of submission: 02/05/2017 | Date of publication: 21/01/2022