European Commission 11 November 2016, Commission Delegated Regulation (EU) 2017/390 of 11 November 2016 supplementing Regulation (EU) No 909/2014 of the European Parliament and of the Council with regard to regulatory technical standards on certain prudential requirements for central securities depositories and designated credit institutions offering banking-type ancillary services (Text with EEA relevance. )

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European Union · · · Cited by 26 · 11-11-2016

TITLE I. CAPITAL REQUIREMENTS FOR ALL CSDS REFERRED TO IN ARTICLE 47 OF REGULATION (EU) No 909/2014
Article 1. Overview of requirements regarding the capital of a CSD
Article 2. Conditions regarding capital instruments
Article 3. Level of capital requirements for a CSD
Article 4. Level of capital requirements for operational, legal and custody risks
Article 5. Level of capital requirements for investment risk
Article 6. Capital requirements for business risk
Article 7. Capital requirements for winding-down or restructuring
TITLE II. CAPITAL SURCHARGE FOR CSDS AUTHORISED TO OFFER BANKING-TYPE ANCILLARY SERVICES AND FOR DESIGNATED CREDIT INSTITUTIONS, AS REFERRED TO IN ARTICLE 54 OF REGULATION (EU) No 909/2014
Article 8. Capital surcharge resulting from the provision of intraday credit
TITLE III. PRUDENTIAL REQUIREMENTS APPLICABLE TO CREDIT INSTITUTIONS OR CSDS AUTHORISED TO PROVIDE BANKING-TYPE ANCILLARY SERVICES, AS REFERRED TO IN ARTICLE 59 OF REGULATION (EU) No 909/2014
CHAPTER I. COLLATERAL AND OTHER EQUIVALENT FINANCIAL RESOURCES FOR CREDIT AND LIQUIDITY RISKS
Article 9. General rules on collateral and other equivalent financial resources
Article 10. Collateral for the purposes of point (d) of Article 59(3), and point (d) of Article 59(4) of Regulation (EU) No 909/2014
Article 11. Other collateral
Article 12. Collateral valuation
Article 13. Haircuts
Article 14. Collateral concentration limits
Article 15. Other equivalent financial resources
Article 16. Other equivalent financial resources for exposures in interoperable links
CHAPTER II. PRUDENTIAL FRAMEWORK FOR CREDIT AND LIQUIDITY RISK
Article 17. General provisions
SECTION 1. Credit risk
Article 18. Credit risk management framework
Sub Section 1. Measurement of Credit Risks
Article 19. Measurement of intraday credit risk
Article 20. Measurement of overnight credit exposures
Sub-Section 2. Monitoring Credit Risks
Article 21. Monitoring intraday credit exposures
Article 22. Monitoring overnight credit risk
Sub-Section 3. Management of Intraday Credit Risks
Article 23. General requirements for the management of intraday credit risk
Article 24. Credit limits
Sub-Section 4. Potential residual credit exposures
Article 25. Potential residual credit exposures
Sub-Section 5. Reimbursement procedures and sanctioning rates
Article 26. Reimbursement procedures of intraday credit
Sub-Section 6. Reporting of credit risk
Article 27. Reporting to authorities on intraday risk management
Sub-Section 7. Public disclosure
Article 28. Public Disclosure
SECTION 2. Liquidity risk
Article 29. General rules on liquidity risk
Sub-Section 1. Measurement of intraday liquidity risks
Article 30. Measurement of intraday liquidity risks
Article 31. Measurement of overnight liquidity risks
Sub-Section 2. Monitoring of intraday liquidity risks
Article 32. Monitoring intraday liquidity risks
Article 33. Monitoring overnight liquidity risks
Sub-Section 3. Managing Liquidity Risks
Article 34. Qualifying liquid resources
Article 35. Managing intraday liquidity risk
Article 36. Stress testing the sufficiency of liquid financial resources
Article 37. Unforeseen and potentially uncovered liquidity shortfalls
Article 38. Arrangements in order to convert collateral or investment into cash using prearranged and highly reliable funding arrangements
Sub-Section 4. Reporting of Liquidity Risks
Article 39. Reporting to competent authorities on intraday risk management
Sub-Section 5. Public disclosure
Article 40. Public Disclosure
Sub-Section 6. Final provisions
Article 41. Transitional provisions
Article 42. Entry into force

10.3.2017

Official Journal of the European Union

L 65/9

COMMISSION DELEGATED REGULATION (EU) 2017/390

of 11 November 2016

supplementing Regulation (EU) No 909/2014 of the European Parliament and of the Council with regard to regulatory technical standards on certain prudential requirements for central securities depositories and designated credit institutions offering

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