Level 2B liquid assets: Difference between revisions
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Level 2B liquid assets are subject to correspondingly greater haircuts when included in the computation of total HQLAs, compared with Level 2A. | Level 2B liquid assets are subject to correspondingly greater haircuts of 25% to 50% when included in the computation of total High Quality Liquid Assets (HQLAs), compared with Level 2A. | ||
Revision as of 15:42, 13 November 2016
Bank regulation - liquidity
Level 2B liquid assets are those of lower liquidity quality, compared with Level 2A.
Level 2B liquid assets are subject to correspondingly greater haircuts of 25% to 50% when included in the computation of total High Quality Liquid Assets (HQLAs), compared with Level 2A.