Institute of Actuaries and Level 1B liquid assets: Difference between pages
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''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%. | |||
== See also == | == See also == | ||
* [[ | * [[Covered bond]] | ||
* [[ | * [[Credit Quality Step]] | ||
* [[ | * [[Haircut]] | ||
* [[High Quality Liquid Assets]] | |||
[[ | * [[Level 1 liquid assets]] | ||
[[ | * [[Level 1A liquid assets]] | ||
* [[Level 2 liquid assets]] | |||
Revision as of 15:40, 13 November 2016
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%.
