+20. DGSs or designated authorities should also provide exposure limits, ensuring that for each …

20. DGSs or designated authorities should also provide exposure limits, ensuring that for each …

DGSs or designated authorities should also provide exposure limits, ensuring that for each credit institution, there is a high diversification of the assets with regard, at least, to issuer and maturity. For small institutions which are not able to deliver low-risk assets compliant with the requirements regarding diversification and exposure limits, the level of diversification of the low-risk assets delivered as collateral may be lower as long as a high overall level of diversification of low-risk assets within the DGSs’ collateral portfolio is still met.

1. Overview

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/