50. DGSs should apply expert judgement to calibrate the thresholds, but should in any case respect …

DGSs should apply expert judgement to calibrate the thresholds, but should in any case respect the following minimum thresholds:

• a. For the leverage ratio, core equity tier 1 ratio, liquidity coverage ratio and net stable funding ratio, if the value of the indicator of a member institution is lower than the applicable minimum regulatory requirement according to Article 92(1), 412 and 413 of Regulation (EU) No. 575/2013, then the corresponding IRS should be 100.
• b. For the capital coverage ratio, if the value of the indicator of a member institution is lower than 100%, then the corresponding IRS should be 100.
• c. For the total risk exposure amount / total assets ratio and covered deposits / unencumbered assets ratio, if the value of the indicator of a member institution is above 100%, then the corresponding IRS should be 100.

The ‘bucket’ method for the IRS

1. Overview

1.1 References

• Article 92 1.
• Article 412 Liquidity coverage requirement
• Article 413 Stable funding requirement

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA -

  EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

  DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.