New risk control framework for eligible assets

In the context of the regular assessment of the risk control framework applicable to eligible assets used in Eurosystem credit operations, the Governing Council of the ECB has approved changes to the risk control framework, 2 July.

Source: ECB

Tier one assets are to be classified in four liquidity categories and each category assigned a specific haircut schedule.

The maturity buckets of the haircut schedules are to be chosen in such a way as to achieve an even distribution of outstanding volumes

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