EBU Single Rulebook Q&A 27 March 2020 2020_5190 Collateral swap in case of Domestic Central Bank Counterparty

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European Union · · · 04-12-2020

With the Amended Delegated Act 2018/1620, what are the run off rates and where collateral swaps with central bank counterparties must be reported ? We enquire about the consistency between Amended delegated act on LCR and ITS on supervisory reporting.

The regulation and the ITS are either very punitive, either not consistent together.

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