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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 each of the level 2B assets shall be subject to the following minimum haircuts: the applicable haircut set out in Article 13(14) for level 2B securitisations; a 50 % haircut for corporate debt securities referred to in paragraph (1)(b); a 50 % haircut for shares referred to in paragraph 1(c); a 30 % haircut for covered bond programmes or issues referred to in paragraph (1)(e); a 50 % haircut for non-interest bearing assets referred to in paragraph 1(f).

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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.