2. — Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement…

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

The market value of extremely high quality covered bonds referred to in paragraph 1(f) shall be subject to a haircut of at least 7 %. Except as specified in relation to shares and units in CIUs in points (a) and (b) of Article 15(2), no haircut shall be required on the value of the remaining level 1 assets.

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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.