EBU Single Rulebook Q&A 9 June 2015 2015_2040 Level 1 assets and Large Exposures exemptions

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European Union · · · 27-05-2016

Please can you confirm that debt securities with a 0% risk weight under Part Three, Title II, Chapter 2 that are reported as level 1 assets in accordance with Article 10 point 1(e)(ii) of the Delegated Act specifying the LCR should also be exempted from the Large Exposure Limits defined in Article 395(1) of Regulation (EU) No 575/2013 under the exemptions in Article 400 point 2(d)(e)?

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