Delegated Regulation 2017/390

TITLE II - CAPITAL SURCHARGE FOR CSDS AUTHORISED TO OFFER BANKING-TYPE ANCILLARY SERVICES AND FOR DESIGNATED CREDIT INSTITUTIONS, AS REFERRED TO IN ARTICLE 54 OF REGULATION (EU) No 909/2014 (Article 8)Article 8 - Capital surcharge resulting from the provision of intraday credit

TITLE III - PRUDENTIAL REQUIREMENTS APPLICABLE TO CREDIT INSTITUTIONS OR CSDS AUTHORISED TO PROVIDE BANKING-TYPE ANCILLARY SERVICES, AS REFERRED TO IN ARTICLE 59 OF REGULATION (EU) No 909/2014 (Article 9-42)

CHAPTER I - COLLATERAL AND OTHER EQUIVALENT FINANCIAL RESOURCES FOR CREDIT AND LIQUIDITY RISKS (Article 9-16)Article 9 - General rules on collateral and other equivalent financial resources Article 10 - Collateral for the purposes of point (d) of Article 59(3), and point (d) of Article 59(4) of Regulation (EU) No 909/2014 Q&A Article 11 - Other collateral Q&A Article 12 - Collateral valuation Article 13 - Haircuts Article 14 - Collateral concentration limits Article 15 - Other equivalent financial resources Article 16 - Other equivalent financial resources for exposures in interoperable links

CHAPTER II - PRUDENTIAL FRAMEWORK FOR CREDIT AND LIQUIDITY RISK (Article 17-42)Article 17 - General provisions

SECTION 1 - Credit risk (Article 18-28)Article 18 - Credit risk management framework

Sub Section 1 - Measurement of Credit Risks (Article 19-20)Article 19 - Measurement of intraday credit risk Article 20 - Measurement of overnight credit exposures

Sub-Section 2 - Monitoring Credit Risks (Article 21-22)Article 21 - Monitoring intraday credit exposures Article 22 - Monitoring overnight credit risk

Sub-Section 3 - Management of Intraday Credit Risks (Article 23-24)Article 23 - General requirements for the management of intraday credit risk Article 24 - Credit limits

Sub-Section 4 - Potential residual credit exposures (Article 25)Article 25 - Potential residual credit exposures

Sub-Section 5 - Reimbursement procedures and sanctioning rates (Article 26)Article 26 - Reimbursement procedures of intraday credit

Sub-Section 6 - Reporting of credit risk (Article 27)Article 27 - Reporting to authorities on intraday risk management

Sub-Section 7 - Public disclosure (Article 28)Article 28 - Public Disclosure

SECTION 2 - Liquidity risk (Article 29-42)Article 29 - General rules on liquidity risk

Sub-Section 1 - Measurement of intraday liquidity risks (Article 30-31)Article 30 - Measurement of intraday liquidity risks Article 31 - Measurement of overnight liquidity risks

Sub-Section 2 - Monitoring of intraday liquidity risks (Article 32-33)Article 32 - Monitoring intraday liquidity risks Article 33 - Monitoring overnight liquidity risks

Sub-Section 3 - Managing Liquidity Risks (Article 34-38)Article 34 - Qualifying liquid resources Q&A Article 35 - Managing intraday liquidity risk Article 36 - Stress testing the sufficiency of liquid financial resources Q&A Article 37 - Unforeseen and potentially uncovered liquidity shortfalls Article 38 - Arrangements in order to convert collateral or investment into cash using prearranged and highly reliable funding arrangements Q&A

Sub-Section 4 - Reporting of Liquidity Risks (Article 39)Article 39 - Reporting to competent authorities on intraday risk management

Sub-Section 5 - Public disclosure (Article 40)Article 40 - Public Disclosure

Sub-Section 6 - Final provisions (Article 41-42)Article 41 - Transitional provisions Article 42 - Entry into force

Metadata

EBA webpage on this legal act

Timeline

Delegated Regulation 2017/390