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  • 14-10-2014

On 10 October 2014, the Commission published the final version of the delegated regulation (the "Delegated Regulation") with regard to liquidity coverage requirement ("LCR") for credit institutions and investment firms under Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 (CRR). Under the Delegated Regulation, a broad category of assets will be accepted for the purpose of calculating the LCR ratio, including securitisations exposures. The assets are subject to certain eligibility criteria and a haircut. In this newsflash the criteria for securitisations exposures set out in Article 13 of the Delegated Regulation  (Level 2B securitisation) which are of particular interest to securitisations in the Netherlands are discussed.

 

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