High Quality Liquid Assets: Difference between revisions
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* [[Stress]] | * [[Stress]] | ||
* [[Unencumbered]] | * [[Unencumbered]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Liquidity_management]] | |||
Revision as of 14:44, 27 August 2020
Bank regulation.
(HQLAs).
High Quality Liquid Assets are ones which are good enough to include as part of a bank's Liquidity Coverage Ratio (LCR) evaluation.
HQLAs should be:
- Unencumbered;
- Liquid in markets during a time of stress; and
- Ideally, eligible for discounting with the central bank.
