2017R0390 - Summary
COMMISSION DELEGATED REGULATION (EU) 2017/390 of 11 November 2016 supplementing Regulation (EU) No 909/2014 of the European Parliament and of the Council with regard to regulatory technical standards on certain prudential requirements for central securities depositories and designated credit institutions offering banking-type ancillary services (Text with EEA relevance)
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🇫🇷 French Version: 2017R0390_FR.0. Open the PDF. Direct link to EUR-LEX.
Références LVL1 <=> LVL2
Level 1 reference(s): 2014R0909_EN.54, 2014R0909_EN.47, 2014R0909_EN.59
TITLE I - CAPITAL REQUIREMENTS FOR ALL CSDS REFERRED TO IN ARTICLE 47 OF REGULATION (EU) No 909/2014
Article 1 - Overview of requirements regarding the capital of a CSD
Article 2 - Conditions regarding capital instruments
Article 3 - Level of capital requirements for a CSD
Article 4 - Level of capital requirements for operational, legal and custody risks
Article 5 - Level of capital requirements for investment risk
Article 6 - Capital requirements for business risk
Article 7 - Capital requirements for winding-down or restructuring
TITLE II - CAPITAL SURCHARGE FOR CSDS AUTHORISED TO OFFER BANKING-TYPE ANCILLARY SERVICES AND FOR DESIGNATED CREDIT INSTITUTIONS, AS REFERRED TO IN ARTICLE 54 OF REGULATION (EU) No 909/2014
Article 8 - Capital surcharge resulting from the provision of intraday credit
TITLE III - PRUDENTIAL REQUIREMENTS APPLICABLE TO CREDIT INSTITUTIONS OR CSDS AUTHORISED TO PROVIDE BANKING-TYPE ANCILLARY SERVICES, AS REFERRED TO IN ARTICLE 59 OF REGULATION (EU) No 909/2014
CHAPTER I - COLLATERAL AND OTHER EQUIVALENT FINANCIAL RESOURCES FOR CREDIT AND LIQUIDITY RISKS
Article 9 - General rules on collateral and other equivalent financial resources
Article 10 - Collateral for the purposes of point (d) of Article 59(3), and point (d) of Article 59(4) of Regulation (EU) No 909/2014
Article 11 - Other collateral
Article 12 - Collateral valuation
Article 13 - Haircuts
Article 14 - Collateral concentration limits
Article 15 - Other equivalent financial resources
Article 16 - Other equivalent financial resources for exposures in interoperable links
CHAPTER II - PRUDENTIAL FRAMEWORK FOR CREDIT AND LIQUIDITY RISK
Article 17 - General provisions
SECTION 1 - Credit risk
Article 18 - Credit risk management framework
Sub Section 1 - Measurement of Credit Risks
Article 19 - Measurement of intraday credit risk
Article 20 - Measurement of overnight credit exposures
Sub-Section 2 - Monitoring Credit Risks
Article 21 - Monitoring intraday credit exposures
Article 22 - Monitoring overnight credit risk
Sub-Section 3 - Management of Intraday Credit Risks
Article 23 - General requirements for the management of intraday credit risk
Article 24 - Credit limits
Sub-Section 4 - Potential residual credit exposures
Article 25 - Potential residual credit exposures
Sub-Section 5 - Reimbursement procedures and sanctioning rates
Article 26 - Reimbursement procedures of intraday credit
Sub-Section 6 - Reporting of credit risk
Article 27 - Reporting to authorities on intraday risk management
Sub-Section 7 - Public disclosure
Article 28 - Public Disclosure
SECTION 2 - Liquidity risk
Article 29 - General rules on liquidity risk
Sub-Section 1 - Measurement of intraday liquidity risks
Article 30 - Measurement of intraday liquidity risks
Article 31 - Measurement of overnight liquidity risks
Sub-Section 2 - Monitoring of intraday liquidity risks
Article 32 - Monitoring intraday liquidity risks
Article 33 - Monitoring overnight liquidity risks
Sub-Section 3 - Managing Liquidity Risks
Article 34 - Qualifying liquid resources
Article 35 - Managing intraday liquidity risk
Article 36 - Stress testing the sufficiency of liquid financial resources
Article 37 - Unforeseen and potentially uncovered liquidity shortfalls
Article 38 - Arrangements in order to convert collateral or investment into cash using prearranged and highly reliable funding arrangements
Sub-Section 4 - Reporting of Liquidity Risks
Article 39 - Reporting to competent authorities on intraday risk management
Sub-Section 5 - Public disclosure
Article 40 - Public Disclosure
Sub-Section 6 - Final provisions
Article 41 - Transitional provisions
Article 42 - Entry into force