anx_I__cpt_1__point_5__text_2

Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to liquidity coverage requirement for Credit Institutions Text with EEA relevance · European Union

a″ (the adjusted non-covered bond level 1 asset amount after cap application) = a (the adjusted non-covered bond level 1 asset amount before cap application) b″ (the adjusted covered bond level 1asset amount after cap application) = MIN(b, a70/30) where b = the adjusted covered bond level 1 asset amount before cap application c″ (the adjusted level 2A asset amount after cap application) = MIN(c, (a + b″)40/60, MAX(a70/30 – b″, 0)) where c = the adjusted level 2A asset amount before cap application d″ (the adjusted level 2B asset amount after cap application) = MIN (d, (a + b″ + c″)15/85, MAX((a + b″)40/60 – c″, 0), MAX(70/30a – b″ – c″, 0)) Where d = the adjusted level 2B asset amount before cap application)

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Source: EUR-Lex (Cellar) · retrieved 2026-11-06 · Text as adopted (Official Journal); later amendments are not incorporated in this text.