EBU Single Rulebook Q&A 3 February 2014 2014_801 Eligibility of pooled assets for liquidity purposes
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European Union · · · 02-10-2015
Please provide your recommendation as to procedure for allocation of assets within collateral pools to encumbered/unencumbered for LCR/NSFR purposes Article 416(3)(a) of CRR allows inclusion of assets standing available within collateral pools (provided eligibility criteria for liquid assets as well as operational requirements are met) into liquid assets, however it does not provide guidance with
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