Level 2A liquid assets: Difference between revisions
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Level 2A liquid assets are subject | 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. | ||
Revision as of 15:43, 13 November 2016
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.
