EBA: Final draft regulatory technical standards on additional liquidity outflows corresponding to collateral needs resulting from the impact of an adverse market scenario on the institution’s derivatives transactions, financing transactions and other contracts for liquidity reporting under Article 423(3) of Regulation (EU) No 575/2013 (Capital Requirements Regulation CRR)

The standards aim at specifying methods to determine additional collateral outflows stemming from the impact of an adverse market scenario on an institution's derivatives positions, financing transactions and other contracts, if material. In particular, they focus on capturing adverse changes in market valuation of derivatives and similar transactions and contracts that require collateral.