| Eligible Collateral Description | Single Issuer Limit (also issuers of the same group or which have close links as defined in Article 2(24) of Regulation (EU) No 648/2012) in respect of all collateral received from a single counterparty | Aggregate sum of these types of collateral received from a single counterparty must not exceed 40% |
| Cash | N/A | |
| Gold in the form of allocated pure gold bullion of recognised good delivery | 10% | |
| Debt securities issued by Member States’ central governments and central banks | 50% | |
| Debt securities issued by Member States’ regional governments or local authorities according to Art. 115 (2) of Regulation (EU) No. 575/2013 | 50% | |
| Debt securities issued by Member States’ public sector entities according to Art. 116 (4) of Regulation (EU) No. 575/2013 | 50% | |
| Debt securities issued by Member States’ regional governments or local authorities not meeting the requirements of Art. 115 (2) of Regulation (EU) No. 575/2013 | 10% | |
| Debt securities issued by Member States’ public sector entities not meeting the requirements of Art. 116 (4) of Regulation (EU) No. 575/2013 | 10% | |
| Debt securities issued by multilateral development banks listed in Art. 117 (2) of Regulation (EU) No. 575/2013 | N/A | |
| Debt securities issued by the International Organisations listed in Art. 118 of Regulation (EU) No. 575/2013 | N/A | |
| Debt Securities issued by non-Member States’ governments and central banks | 50% | |
| Debt Securities issued by non-Member States’ regional governments or local authorities that meet the requirements of the first sub-paragraph of Art. 115 (2) of Regulation (EU) No. 575/2013 and non-Member States’ public sector entities that meet the requirements of Art. 116 (4) of Regulation (EU) No. 575/2013 | 50% | |
| Debt securities issued by non-Member States’ regional governments, local authorities not meeting the requirements of the first sub-paragraph of Art. 115 (2) of Regulation (EU) No. 575/2013 or non-Member States’ public sector entities not meeting the requirements of the first sub-paragraph of Art. 116 (4) of Regulation (EU) No. 575/2013 | 10% | |
| Debt securities issued by credit institutions and investment firms including bonds referred to in Article 52(4) of Directive 2009/65/EC | N/A | |
| Corporate bonds | 10% | |
| The most senior tranche of a securitisation that is not re-securitisation | 10% | X |
| Convertible bonds provided that they can be converted only into equities which are included in a main index as referred to in point (a) of Article 197 (8) of Regulation (EU) No 575/2013 | 10% | X (in respect of those issued by institutions as defined in Regulation (EU) No 575/2013) |
| Equities included in a main index in accordance with Article 197(8)(a) of Regulation (EU) 575/2013 | 10% | X (in respect of those issued by institutions as defined in Regulation (EU) No 575/2013) |
| Shares or units in UCITS, provided that the criteria in Article 5 LEC are met | 10% | X |
