The European Banking Authority has published a final report setting out draft regulatory technical standards (RTS) on certain prudential requirements for central securities depositories under the Central Securities Depositories Regulation (CSDR).
The final draft RTS concern the:
- capital requirements for CSDs (Article 47 CSDR);
- additional risk-based capital surcharge reflecting the risks, including intra-day credit and liquidity risks, resulting from ancillary banking services (Article 54 CSDR); and
- details of the frameworks and tools for the monitoring, the measuring and management, the reporting and the public disclosure of the credit and liquidity risks, including those that occur intra-day (Article 59 CSDR).
View EBA defines harmonised prudential requirements for Central Securities Depositories (CSDs), 16 December 2015