Consultation on draft RTS on additional liquidity outflows
- Consultation
- 14 AUGUST 2013
- EBA/CP/2013/19
The proposed draft RTS aim at developing methods to determine additional collateral outflows stemming from the impact of an adverse market scenario on an institution’s derivatives positions, financing transactions and other contracts, if material. In particular, these RTS focus on capturing adverse changes in market valuation of derivatives and similar transactions and contracts that require collateral.
- Standard method
- Simplified method
- Internal model-based method
Background
The final comprise on the Capital Requirements Regulation and Capital Requirements Directive (CRR/CRD) provides a mandate for the EBA to develop draft RTS or ITS related to liquidity and liquidity reporting requirements.
Documents
Building Societies Association (BSA).pdf
(27.28 KB - PDF) Last update 26 February 2014
Standard Chartered Bank.pdf
(1.12 MB - PDF) Last update 26 February 2014
BNP Paribas.pdf
(529.61 KB - PDF) Last update 26 February 2014
Banking Stakeholder Group.pdf
(195.19 KB - PDF) Last update 26 February 2014
French Banking Federation.pdf
(57.18 KB - PDF) Last update 26 February 2014
Consultation Paper
(612.06 KB - PDF) Last update 26 February 2014
Swedish Bankers Association (SBA).pdf
(5.98 MB - PDF) Last update 26 February 2014
Association for Financial Markets in Europe (AFME).pdf
(97.43 KB - PDF) Last update 26 February 2014
German Banking Industry Committee (GBIC).pdf
(85.29 KB - PDF) Last update 26 February 2014
BSG Opinion to EBA CP 2013 18 & 19, Cover letter 13 August 2013
(194.7 KB - PDF) Last update 29 September 2014
French Banking Federation_ANNEX.pdf
(555.19 KB - PDF) Last update 26 February 2014
Polish Bank Association (PBA).pdf
(1.82 MB - PDF) Last update 26 February 2014
Danish Bankers Association (Finansradet).pdf
(178.78 KB - PDF) Last update 26 February 2014
European Banking Federation (EBF).pdf
(263.59 KB - PDF) Last update 26 February 2014
Association of Foreign Banks.pdf
(226.79 KB - PDF) Last update 26 February 2014
HSBC.pdf
(1.3 MB - PDF) Last update 26 February 2014
Deutsche Bank (DB).pdf
(330.86 KB - PDF) Last update 26 February 2014
British Bankers Association (BBA).pdf
(145.89 KB - PDF) Last update 26 February 2014