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 developed by the EBA. The 6 updated Q&As cover:
- credit conversion factor (CCF) applicable to asset backed commercial paper (ABCP) liquidity facilities for leverage ratio purposes;
- look through approach to be applied for calculation of leverage ratio;
- application of specific national filters and deductions when computing threshold deductions;
- determining the exposure value for repurchase transactions for the purpose of calculating the leverage ratio in case the collateral provided doesn’t qualify as eligible according to the CRR;
- treatment of cash collateral under the CRR; and
- 10% limit for significant investments (for threshold exemptions determination purposes).
View Question ID: 2014_756 – CCF applicable to ABCP liquidity facilities for leverage ratio purposes, 8 May 2014
View Question ID: 2013_635 – Look through approach to be applied for calculation of leverage ratio, 8 May 2014
View Question ID: 2013_588 – Application of specific national filters and deductions when computing threshold deductions, 8 May 2014
View Question ID: 2013_302 – Treatment of cash collateral, 8 May 2014
View Question ID: 2013_205 – 10% limit for significant investments (for threshold exemptions determination purposes), 8 May 2014
View Single Rulebook Q & A, 8 May 2014
