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
SECTION 1
GENERAL PROVISIONS
Article 1
Subject matter
Article 2
Scope
Article 3
Definitions
SECTION 2
METHODOLOGY
Article 4
Determination of the annual contributions
Article 5
Risk adjustment of the basic annual contribution
Article 6
Risk pillars and indicators
Article 7
Relative weight of each risk pillar and indicator
Article 8
Application of the risk indicators in specific cases
Article 9
Application of the risk adjustment to the basic annual contribution
Article 10
Annual contributions of small institutions
Article 11
Annual contributions of institutions covered by Article 45(3) of Directive 2014/59/EU
Article 12
New supervised institutions or change of status
Article 13
Process for raising annual contributions
SECTION 3
ADMINISTRATIVE ASPECTS AND PENALTIES
Article 14
Reporting obligations of institutions
Article 15
Obligation of resolution authorities to exchange information
Article 16
Reporting obligations of deposit guarantee schemes
Article 17
Enforcement
Article 18
Administrative penalties and other administrative measures
SECTION 4
COOPERATION ARRANGEMENTS
Article 19
Cooperation arrangements
SECTION 5
FINAL PROVISIONS
Article 20
Transitional provisions
Article 21
Entry into force
ANNEX I
PROCEDURE FOR THE CALCULATION OF THE ANNUAL CONTRIBUTIONS OF INSTITUTIONS
STEP 1
Calculation of the Raw Indicators
Pillar |
Indicator |
Measures |
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Risk exposure |
Own funds and eligible liabilities held by the institution in excess of MREL |
Where, for the purpose of this indicator:
|
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Risk exposure |
Leverage Ratio |
Leverage 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 exposure |
Common Equity Tier 1 Capital Ratio |
Common 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 exposure |
TRE/Total Assets |
where:
|
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Stability and Variety of Funding |
Net Stable Funding Ratio |
Net Stable Funding Ratio as reported in accordance with Article 415 of Regulation (EU) No 575/2013. |
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Stability and Variety of Funding |
Liquidity Coverage Ratio |
Liquidity Coverage Ratio as reported in accordance with Article 415 of Regulation (EU) No 575/2013 and with the Commission Delegated Regulation (EU) 2015/61. |
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Importance of an institution to the stability of the financial system or economy |
Share of interbank loans and deposits in the EU |
where:
|
STEP 2
Discretization of the Indicators
STEP 3
Rescaling of the Indicators
STEP 4
Inclusion of the Assigned Sign
Pillar |
Indicator |
Sign |
Risk exposure |
Own funds and eligible liabilities held by the institution in excess of the MREL |
– |
Risk exposure |
Leverage Ratio |
– |
Risk exposure |
Common Equity Tier 1 Capital Ratio |
– |
Risk exposure |
TRE/Total Assets |
+ |
Stability and Variety of Funding |
Net Stable Funding Ratio |
– |
Stability and Variety of Funding |
Liquidity Coverage Ratio |
– |
Importance of an institution to the stability of the financial system or economy |
Share of interbank loans and deposits in the EU |
+ |
Additional risk indicators to be determined by the resolution authority |
IPS Membership |
– |
Additional risk indicators to be determined by the resolution authority |
Extent of previous extraordinary public financial support |
+ |
TRIij,n = |
RIij,n |
if sign = ‘–’ |
1 001 – RIij,n |
if sign = ‘+’ |