EBU Single Rulebook Q&A 4 November 2015 2015_2459 Eligible collateral in a central bank

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European Union · · · 11-11-2016

Must liquid assets be eligible in a central bank when LCR is calculated? In CRR it states that liquid assets must be eligible in a central bank when calculating the LCR to fulfil the requirement (60% as of 1 October 2015 according to the delegated regulation). In the Delegated Regulation there is no requirement of the liquid assets being eligible as collateral in a central bank.

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