Updated 05/02/2025
In force

Initial Legal Act
Amendments (2)
Implementing Regulation 2016/1646
Specifies: Art. 428(1)(c)
QA2024_7020 - Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Status: Rejected
Repelled: 31/10/2024
Art. 428
QA2020_5242 - Liquidity risk
Status: Final
Answered: 22/12/2022
Art. 428(d)
QA2020_5272 - Liquidity risk
Status: Final
Answered: 30/09/2022
Art. 428(1)(a)
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CRR ToolCapital Requirements Regulation (CRR)
Article 428

Article 428 - Regulation 575/2013 (CRR)

Attention! This article was amended after the current consolidated version was issued. The amendments apply since 01/01/2025. Please consult Regulation 2024/1623 to review the changes made to the article.

Article 428

Items requiring stable funding

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 real estate (CRE);

(ii)

collateralised by residential real estate (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).