High Quality Liquid Assets: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add links.) |
imported>Doug Williamson (Mend link.) |
||
| (One intermediate revision by the same user not shown) | |||
| Line 15: | Line 15: | ||
* [[ALA]] | * [[ALA]] | ||
* [[Central bank]] | * [[Central bank]] | ||
* [[ | * [[Credit Quality Step]] (CQS) | ||
* [[Level 1 liquid assets]] | * [[Level 1 liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] | ||
| Line 23: | Line 23: | ||
* [[Stress]] | * [[Stress]] | ||
* [[Unencumbered]] | * [[Unencumbered]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 11:53, 25 June 2022
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.
