Level 2A liquid assets: Difference between revisions

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== See also ==
== See also ==
* [[Credit Quality Step]]
* [[Haircut]]
* [[Haircut]]
* [[High Quality Liquid Assets]]
* [[High Quality Liquid Assets]]

Revision as of 15:45, 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.


See also