High Quality Liquid Assets: Difference between revisions
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imported>Doug Williamson (Mend link.) |
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High Quality Liquid Assets are ones which are good enough to include as part of a bank's Liquidity Coverage Ratio (LCR) evaluation. | 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: | HQLAs should be: | ||
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* [[Central bank]] | * [[Central bank]] | ||
* [[CQS]] | * [[CQS]] | ||
* [[Level 1 liquid assets]] | |||
* [[Level 2 liquid assets]] | |||
* [[Liquidity]] | * [[Liquidity]] | ||
* [[Liquidity Coverage Ratio]] | * [[Liquidity Coverage Ratio]] | ||
Revision as of 14:57, 13 November 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.
