Level 1B liquid assets: Difference between revisions

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imported>Doug Williamson
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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:Accounting,_tax_and_regulation]]

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%.


See also