Briefing Notes

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CRD IV - Holdings of Own Shares and Shares of Other Financial Institutions

AFME CRD IV - Credit Valuation Adjustment (CVA) Advanced CVA formula

AFME CCR - Background note on CVA exemptions

AFME CRD IV - Central Counterparties (CCPs) Nonfinalised Capitalisation Rule on Exposure to CCPs

AFME CRD IV - Leverage Ratio as Pillar 2 vs. Pillar 1

AFME CRD IV - Liquid Asset Buffers – Extension of Permissible Asset Classes

AFME CRD IV - Liquid Asset Buffers – Inclusion of liquid assets of high liquidity or credit quality that are eligible collateral in normal times with Central Banks

AFME CRD IV - Liquidity Treatment of Corporate Deposits

AFME CRD IV - Liquid Asset Buffers Operational Requirements for Holdings of Liquid Assets

AFME CRD IV - Liquidity – Differentiation of risks from types of undrawn facilities