Level 2B liquid assets and Market liquidity risk: Difference between pages

Revision as of 12:22, 5 April 2015

Market liquidity risk refers to the risk that market transactions will become impossible due to market disruptions or inadequate market depth.

Contrasted with, though also overlapping, funding liquidity risk.

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-''Bank regulation - liquidity''
+Market liquidity risk refers to the risk that market transactions will become impossible due to market disruptions or inadequate market depth.
-Level 2B liquid assets are those of lower liquidity quality, compared with Level 2A.
+Contrasted with, though also overlapping, funding liquidity risk.
-Level 2B liquid assets are subject to correspondingly greater haircuts of 25% to 50% when included in the computation of total High Quality Liquid Assets (HQLAs), compared with Level 2A.
+== See also ==
+*[[Liquidity risk]]
+*[[Funding liquidity risk]]
-== See also ==
+[[Category:Financial_management]]
-* [[Credit Quality Step]]
+[[Category:Manage_risks]]
-* [[Haircut]]
-* [[High Quality Liquid Assets]]
-* [[Level 1 liquid assets]]
-* [[Level 2 liquid assets]]
-* [[Level 2A liquid assets]]
-* [[Liquidity buffer]]