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Commission Delegated Regulation (EU) 2015/61Show full title
Commission Delegated Regulation (EU) 2015/61 of 10 October 2014 to supplement Regulation (EU) No 575/2013 of the European Parliament and the Council with regard to liquidity coverage requirement for Credit Institutions (Text with EEA relevance)
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2.Calculation of the liquidity buffer: as of the calculation date, the liquidity buffer of the credit institution shall be equal to:
(a)
the level 1 asset amount; plus
(b)
the level 2A asset amount; plus
(c)
the level 2B asset amount;
minus the lesser of:
(d)
the sum of (a), (b), and (c); or
(e)
the ‘excess liquid assets amount’ as calculated in accordance with paragraphs 3 and 4 of this Annex.
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