+Article 15 2.

Article 15 2.

Credit institutions shall apply the following minimum haircuts to the value of their shares or units in CIUs depending on the category of underlying liquid assets:

(a) 

0 % for coins and banknotes and exposures to central banks referred to in Article 10(1)(b);

(b) 

5 % for level 1 assets other than extremely high quality covered bonds;

(c) 

12 % for extremely high quality covered bonds referred to in Article 10(1)(f);

(d) 

20 % for level 2A assets;

(e) 

30 % for level 2B securitisations backed by the subcategories of assets referred to in points (i), (ii) and (iv) of Article 13(2)(g);

(f) 

35 % for level 2B covered bonds referred to in Article 12(1)e;

(g) 

40 % for level 2B securitisations backed by the subcategories of assets referred to in points (iii) and (v) of Article 13(2)(g); and

(h) 

55 % for level 2B corporate debt securities referred to in Article 12(1)(b), shares referred to in Article 12(1)(c) and non-interest bearing assets referred to in Article 12(1)(f).

1. Oversigt

,

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

Krav

3. Relaterede standarder

Standarder