EBU Single Rulebook Q&A 7 June 2017 2017_3332 Classification as off-balance sheet items of a committed reverse repo facility or other committed credit facilities where drawing under the facility is conditional upon purchasing or receiving eligible collateral

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European Union · · · 24-11-2017

Would it be possible for an institution to assign a committed reverse repo facility, or other committed credit facility where drawing by the client is conditional to purchasing or receiving eligible collateral by the institution, to one of the risk categories as “other items also carrying [low], [medium/low], [medium] risk and as communicated by EBA”, in accordance with Article 111(1) CRR or

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