High Quality Liquid Assets: Difference between revisions
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imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Mend link.) |
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* [[Central bank]] | * [[Central bank]] | ||
* [[CQS]] | * [[CQS]] | ||
* [[ | * [[Liquidity]] | ||
* [[Liquidity Coverage Ratio]] | * [[Liquidity Coverage Ratio]] | ||
* [[Liquidity risk]] | * [[Liquidity risk]] | ||
* [[Stress]] | * [[Stress]] | ||
* [[Unencumbered]] | * [[Unencumbered]] | ||
Revision as of 18:52, 30 October 2016
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.
