Level 2A liquid assets: Difference between revisions

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Level 2A liquid assets are subject so smaller haircuts when included in the computation of total HQLAs, compared with Level 2B.
Level 2A liquid assets are subject to smaller haircuts of 15% when included in the computation of total HQLAs, compared with Level 2B, which suffer greater haircuts.




== See also ==
== See also ==
* [[Credit Quality Step]]
* [[Haircut]]
* [[Haircut]]
* [[HQLA]]
* [[High Quality Liquid Assets]] (HQLAs)
* [[Level 1 liquid assets]]
* [[Level 1 liquid assets]]
* [[Level 2 liquid assets]]
* [[Level 2 liquid assets]]
* [[Level 2B liquid assets]]
* [[Level 2B liquid assets]]
* [[Liquid]]
* [[Liquidity ]]
* [[Liquidity buffer]]
* [[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]]
[[Category:Financial_products_and_markets]]

Latest revision as of 08:07, 4 May 2022

Bank regulation - liquidity

Level 2A liquid assets are those of higher liquidity quality, compared with Level 2B.


Level 2A liquid assets are subject to smaller haircuts of 15% when included in the computation of total HQLAs, compared with Level 2B, which suffer greater haircuts.


See also