Level 1B liquid assets: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Add links.) |
||
| (3 intermediate revisions by the same user not shown) | |||
| Line 8: | Line 8: | ||
Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size. | Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size. | ||
They are eligible for inclusion in a regulated bank's High Quality Liquid Assets (HQLAs) with only a small haircut of 7%. | |||
| Line 13: | Line 16: | ||
* [[Covered bond]] | * [[Covered bond]] | ||
* [[Credit Quality Step]] | * [[Credit Quality Step]] | ||
* [[Haircut]] | |||
* [[High Quality Liquid Assets]] (HQLAs) | |||
* [[Level 1 liquid assets]] | * [[Level 1 liquid assets]] | ||
* [[Level 1A liquid assets]] | * [[Level 1A liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] | ||
* [[Liquid]] | |||
* [[Liquidity ]] | |||
* [[Liquidity buffer]] | |||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 08:07, 4 May 2022
Bank regulation - liquidity
Level 1B liquid assets are those of the second highest liquidity quality.
They rank in between Level 1A and Level 2 liquid assets.
Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size.
They are eligible for inclusion in a regulated bank's High Quality Liquid Assets (HQLAs) with only a small haircut of 7%.
