Article 428ab 35% Required Stable Funding Factor
The following assets shall be subject to a 35% required stable funding factor:
- (a) unencumbered level 2B securitisations pursuant to Chapter 2 of the Liquidity Coverage Ratio (CRR) Part of the PRA Rulebook and falling within Article 13(14)(b) of that Chapter, regardless of whether they comply with the operational requirements and with the requirements on the composition of the liquidity buffer as set out in that Chapter;
- (b) unencumbered shares or units in CIUs that are eligible for a 35% haircut for the calculation of the liquidity coverage ratio pursuant to Chapter 2 of the Liquidity Coverage Ratio (CRR) Part of the PRA Rulebook, regardless of whether they comply with the operational requirements and with the requirements on the composition of the liquidity buffer as set out in that Chapter.
- 01/01/2022