Level 2B liquid assets: Difference between revisions
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imported>Doug Williamson (Expand.) |
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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 2B liquid assets are those of lower liquidity quality, compared with Level 2A.
Level 2B liquid assets are subject to correspondingly greater haircuts of 25% to 50% when included in the computation of total High Quality Liquid Assets (HQLAs), compared with Level 2A.