High Quality Liquid Assets: Difference between revisions
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* [[ALA]] | * [[ALA]] | ||
* [[Central bank]] | * [[Central bank]] | ||
* [[ | * [[Credit Quality Step]] (CQS) | ||
* [[Level 1 liquid assets]] | * [[Level 1 liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] |
Latest revision as of 11:53, 25 June 2022
Bank regulation.
(HQLAs).
High Quality Liquid Assets are ones which are good enough to include as part of a bank's Liquidity Coverage Ratio (LCR) evaluation.
HQLAs should be:
- Unencumbered;
- Liquid in markets during a time of stress; and
- Ideally, eligible for discounting with the central bank.