Level 1B liquid assets: Difference between revisions
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imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Expand.) |
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They rank in between Level 1A and Level 2. | They rank in between Level 1A and Level 2 liquid assets. | ||
Revision as of 15:21, 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.