Level 2A liquid assets: Difference between revisions
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== See also == | == See also == | ||
* [[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.