ALA: Difference between revisions
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imported>Doug Williamson (Create the page. Source: BIS http://www.bis.org/publ/bcbs238.pdf) |
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Revision as of 14:41, 19 August 2016
Bank regulation - Liquidity Coverage Ratio.
Alternative Liquidity Approaches.
For the purposes of calculating the Liquidity Coverage Ratio, ALA treatment may be available for banks which have domestic currencies in which there are not enough HQLAs denominated in that domestic currency.
ALA treatment would allow HQLAs to be defined in alternative ways, while still satisfying prudential requirements.
