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🔗 Back to Summary. 🇫🇷 French Version: 2017R0390_FR.33. Back to Summary of LVL1. Open the PDF. Direct link to EUR-LEX.
Article 32 – Monitoring intraday liquidity risks ⬅️ | ➡️ Article 34 – Qualifying liquid resources
Références LVL1 <=> LVL2
Level 1 reference(s): 2014R0909_EN.59
Article 33 - Monitoring overnight liquidity risks
In relation to overnight liquidity risks, the CSD-banking service provider shall apply both of the following:
(a)
maintain, for a period of at least 10 years, a record of the liquidity risks created by the use of overnight credit for each currency of the securities settlement system for which it acts as settlement agent;
(b)
monitor the liquidity risk created by the overnight credit extended against the maximum liquidity exposure created by the overnight credit extended, historically recorded.