Article 5

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 following scenarios may be regarded as indicators of circumstances in which a credit institution may be considered as being subject to stress: the run-off of a significant proportion of its retail deposits; a partial or total loss of unsecured wholesale funding capacity, including wholesale deposits and other sources of contingent funding such as received committed or uncommitted liquidity or credit lines; a partial or total loss of secured, short-term funding; additional liquidity outflows as a result of a credit rating downgrade of up to three notches; increased market volatility affecting the value of collateral or its quality or creating additional collateral needs; unscheduled draws on liquidity and credit facilities; potential obligation to buy-back debt or to honour non-contractual obligations.

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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.