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Commission Delegated Regulation (EU) 2015/63Show full title

Commission Delegated Regulation (EU) 2015/63 of 21 October 2014 supplementing Directive 2014/59/EU of the European Parliament and of the Council with regard to ex ante contributions to resolution financing arrangements

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STEP 1 Calculation of the Raw Indicators

The resolution authority shall calculate the following indicators by applying the following measures:

PillarIndicatorMeasures
Risk exposureOwn funds and eligible liabilities held by the institution in excess of MREL

Where, for the purpose of this indicator:

  • Own funds shall mean the sum of Tier 1 and Tier 2 Capital in accordance with the definition in point (118) of Article 4(1) of Regulation (EU) No 575/2013.

  • Eligible liabilities are the sum of the liabilities referred to in point (71) of Article 2(1) of Directive 2014/59/EU.

  • Total liabilities as defined in Article 3(11) of this Regulation. Derivative liabilities shall be included in the total liabilities on the basis that full recognition is given to counterparty netting rights.

  • MREL shall mean the minimum requirement for own funds and eligible liabilities as defined in Article 45(1) of Directive 2014/59/EU.

Risk exposureLeverage RatioLeverage Ratio as defined in Article 429 of Regulation (EU) No 575/2013 and reported in accordance with Annex X of Commission Implementing Regulation (EU) No 680/2014.
Risk exposureCommon Equity Tier 1 Capital RatioCommon Equity Tier 1 Capital Ratio as defined in Article 92 of Regulation (EU) No 575/2013 and reported in accordance with Annex I of Commission Implementing Regulation (EU) No 680/2014.
Risk exposureTRE/Total Assets

where:

  • TRE means the total risk exposure amount as defined in Article 92(3) of Regulation (EU) No 575/2013.

  • Total assets are defined in Article 3(12) of this Regulation.

Stability and Variety of FundingNet Stable Funding RatioNet Stable Funding Ratio as reported in accordance with Article 415 of Regulation (EU) No 575/2013.
Stability and Variety of FundingLiquidity Coverage RatioLiquidity Coverage Ratio as reported in accordance with Article 415 of Regulation (EU) No 575/2013 and with the Commission Delegated Regulation (EU) 2015/61.
Importance of an institution to the stability of the financial system or economyShare of interbank loans and deposits in the EU

where:

  • Interbank loans are defined as the sum of the carrying amounts of loans and advances to credit institutions and other financial corporations as determined for the purpose of template number 4.1, 4.2, 4.3 and 4.4 of Annex III of Commission Implementing Regulation (EU) No 680/2014.

  • Interbank deposits are defined as the carrying amount of the deposits of credit institutions and other financial corporations as determined for the purpose of template number 8.1 of Annex III of Commission Implementing Regulation (EU) No 680/2014.

  • Total interbank loans and deposits in the EU are the sum of the aggregate interbank loans and deposits held by institutions in each Member State as calculated in accordance with Article 15.

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