EBU Single Rulebook Q&A 20 January 2015 2015_1743 Securities borrowing - early termination clause vs HQLA
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European Union · · · 19-06-2015
In case securities borrowing contract has a clause for early termination how shall we consider the notification period vs cash outflow for the calculation of LCR? Ex: 2 days notification period for early termination of securities borrowing contract. a) Do you consider this clause as a restriction to liquidation?
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