
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) (revoked) 

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TITLE I
THE LIQUIDITY COVERAGE RATIO
Subject matter
Article 1 
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Scope and application
Article 2 
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Definitions
Article 3 
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The liquidity coverage ratio
Article 4 
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Stress scenarios for the purposes of the liquidity coverage ratio
Article 5 
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TITLE II
THE LIQUIDITY BUFFER
CHAPTER 1
General provisions
Composition of the liquidity buffer
Article 6 
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General requirements for liquid assets
Article 7 
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Operational requirements
Article 8 
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Valuation of Liquid Assets
Article 9 
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CHAPTER 2
Liquid Assets
Level 1 assets
Article 10 
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Level 2A assets
Article 11 
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Level 2B assets
Article 12 
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Level 2B securitisations
Article 13 
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Restricted-use committed liquidity facilities
Article 14 
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CIUs
Article 15 
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Deposits and other funding in cooperative networks and institutional protection schemes
                  
Article 16 
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Composition of the liquidity buffer by asset level
Article 17 
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Breach of requirements
Article 18 
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Alternative liquidity approaches
Article 19 
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TITLE III
LIQUIDITY OUTFLOWS AND INFLOWS
CHAPTER 1
Net Liquidity outflows
Definition of net liquidity outflows
Article 20 
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                     Netting of derivatives transactions
                  
Article 21 
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CHAPTER 2
Liquidity outflows
Definition of liquidity outflows
Article 22 
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Additional liquidity outflows for other products and services
Article 23 
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Outflows from stable retail deposits
Article 24 
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Outflows from other retail deposits
Article 25 
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Outflows with inter-dependent inflows
Article 26 
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Outflows from operational deposits
Article 27 
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Outflows from other liabilities
Article 28 
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Outflows within a group ...
Article 29 
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Additional outflows
Article 30 
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Outflows from credit and liquidity facilities
Article 31 
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                     Outflows from liabilities and commitments not covered by other provisions of this Chapter
                  
Article 31a 
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CHAPTER 3
Liquidity inflows
Inflows
Article 32 
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Cap on Inflows
Article 33 
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Inflows within a group ...
Article 34 
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TITLE IV
FINAL PROVISIONS
Transitional provision: United Kingdom-guaranteed bank assets
Article 35 
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Transitional provision for Member State-sponsored impaired asset management agencies
Article 36 
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Transitional provision for securitisations backed by residential loans
Article 37 
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Transitional provision for the introduction of the liquidity coverage ratio
Article 38 
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Entry into force
Article 39 
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ANNEX I
Formulae for the determination of the liquidity buffer composition
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2. Calculation of the liquidity buffer: as of the calculation date, the liquidity buffer of the credit institution shall be equal to: 

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3. ‘Excess liquid assets’ amount: this amount shall be comprised of the components defined herein:
                   

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4. Calculation of the ‘excess liquid assets amount’: this amount shall be equal to: 

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5. The composition of the liquidity buffer after taking into account the unwind of any secured funding transaction, secured lending transaction, asset exchange or collateralised derivatives transaction and the application of the above caps in accordance with Article 17 shall be determined as follows: 
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ANNEX II
Formula for the calculation of the net liquidity outflow

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