Level 1B liquid assets: Difference between revisions
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Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size. | Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size. | ||
They are eligible for inclusion in a regulated bank's High Quality Liquid Assets (HQLAs) with only a small haircut. | They are eligible for inclusion in a regulated bank's High Quality Liquid Assets (HQLAs) with only a small haircut of 7%. | ||
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* [[Credit Quality Step]] | * [[Credit Quality Step]] | ||
* [[Haircut]] | * [[Haircut]] | ||
* [[High Quality Liquid Assets]] | * [[High Quality Liquid Assets]] (HQLAs) | ||
* [[Level 1 liquid assets]] | * [[Level 1 liquid assets]] | ||
* [[Level 1A liquid assets]] | * [[Level 1A liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] | ||
* [[Liquid]] | |||
* [[Liquidity ]] | |||
* [[Liquidity buffer]] | |||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
[[Category:Risk_reporting]] | |||
Latest revision as of 08:07, 4 May 2022
Bank regulation - liquidity
Level 1B liquid assets are those of the second highest liquidity quality.
They rank in between Level 1A and Level 2 liquid assets.
Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size.
They are eligible for inclusion in a regulated bank's High Quality Liquid Assets (HQLAs) with only a small haircut of 7%.
