The European Banking Authority has updated its questions and answers (Q&As) on the single rulebook which relate to the CRD IV package of reforms: the CRD IV Directive, the Capital Requirements Regulation (CRR) and the related technical standards and guidelines. The updated Q&As cover the following issues:
- cash outflows on other liabilities;
- calculation of own funds requirements for credit valuation adjustment (CVA) risk on a consolidated basis;
- eligibility of index credit default swap hedges in advanced CVA charge;
- liquidity coverage ratio outflow to report for shorts under article 423(4) of the CRR; and
- 20% inflow on assets with an undefined contractual end date.
View Question ID: 2013_480 – Cash outflows on other liabilities, 21 February 2014
View Question ID 2013_471 – Calculation of own funds requirements for CVA risk on a consolidated basis, 21 February 2014
View Question ID 2013_360 – Eligibility of index CDS hedges in advanced CVA charge, 21 February 2014
View Question ID 2013_355 – LCR outflow to report for shorts under Article 423(4) of Regulation (EU) No. 575/2013 (CRR), 21 February 2014
View Question ID 2013_306 – 20% inflow on assets with an undefined contractual end date, 21 February 2014
View Single Rulebook Q&A, 21 February 2014
