Commission Delegated Regulation (EU) 2017/390 of 11 November 2016 supplementing R... (32017R0390)
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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. )
- 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)
- TITLE I
- 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
- Article 8
- Capital surcharge resulting from the provision of intraday credit
- TITLE III
- CHAPTER I
- 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
- Article 17
- General provisions
- Article 18
- Credit risk management framework
- Article 19
- Measurement of intraday credit risk
- Article 20
- Measurement of overnight credit exposures
- Article 21
- Monitoring intraday credit exposures
- Article 22
- Monitoring overnight credit risk
- Article 23
- General requirements for the management of intraday credit risk
- Article 24
- Credit limits
- Article 25
- Potential residual credit exposures
- Article 26
- Reimbursement procedures of intraday credit
- Article 27
- Reporting to authorities on intraday risk management
- Article 28
- Public Disclosure
- Article 29
- General rules on liquidity risk
- Article 30
- Measurement of intraday liquidity risks
- Article 31
- Measurement of overnight liquidity risks
- Article 32
- Monitoring intraday liquidity risks
- Article 33
- Monitoring overnight 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
- Article 39
- Reporting to competent authorities on intraday risk management
- Article 40
- Public Disclosure
- Article 41
- Transitional provisions
- Article 42
- Entry into force
- ANNEX
- Winding-down or restructuring scenarios
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