+Artikel 428az Faktor für die erforderliche stabile Refinanzierung von 100 %
---+Article 428az 1.
---+Article 428az 2.

Artikel 428az Faktor für die erforderliche stabile Refinanzierung von 100 %

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1. Übersicht

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Article 428az 1.

The following assets shall be subject to a 100 % required stable funding factor:

(a) 

any assets encumbered for a residual maturity of one year or more;

(b) 

any assets other than those referred to in Articles 428as to 428ay, including loans to financial customers having a residual contractual maturity of one year or more, non-performing exposures, items deducted from own funds, fixed assets, non-exchange traded equities, retained interest, insurance assets, defaulted securities.
Article 428az 2.
Institutions shall apply a 100 % required stable funding factor to the difference, if positive, between the sum of fair values across all netting sets with positive fair value and the sum of fair values across all netting sets with negative fair value calculated in accordance with Article 428d.

The following rules shall apply to the calculation referred to in the first subparagraph:

(a) 

variation margin received by institutions from their counterparties shall be deducted from the fair value of a netting set with positive fair value where the collateral received as variation margin qualifies as a level 1 asset pursuant to the delegated act referred to in Article 460(1), excluding extremely high quality covered bonds specified in that delegated act, and where institutions are legally entitled and operationally able to reuse that collateral;

(b) 

all variation margin posted by institutions with their counterparties shall be deducted from the fair value of a netting set with negative fair value.

1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards
  • Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
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