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| ''Bank regulation - liquidity''
| | == Summary == |
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| Level 2 liquid assets are those of lower liquidity quality, compared with Level 1.
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| Level 2 liquid assets include certain qualifying high quality corporate obligations.
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| They can be included - in part - in the calculation of a regulated bank's High Quality Liquid Assets (HQLAs), but subject to haircuts.
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| The size of the % haircut depends on the liquidity quality, according to a fixed scale from 15% to 50%.
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| == See also == | |
| * [[Haircut]]
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| * [[High Quality Liquid Assets]] (HQLAs)
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| * [[Level 1 liquid assets]]
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| * [[Level 2A liquid assets]]
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| * [[Level 2B liquid assets]]
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| * [[Liquid]]
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| * [[Liquidity ]]
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| * [[Liquidity buffer]]
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| [[Category:Accounting,_tax_and_regulation]]
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| [[Category:The_business_context]]
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| [[Category:Identify_and_assess_risks]]
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| [[Category:Manage_risks]]
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| [[Category:Risk_frameworks]]
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| [[Category:Risk_reporting]]
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| [[Category:Financial_products_and_markets]]
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Latest revision as of 13:56, 27 July 2023
Summary
Importing files from local file repository
