High Quality Liquid Assets: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
m (Add category.)
imported>Doug Williamson
(Mend link.)
 
Line 15: Line 15:
* [[ALA]]
* [[ALA]]
* [[Central bank]]
* [[Central bank]]
* [[CQS]]
* [[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.


See also