Level 1B liquid assets: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand.) |
imported>Doug Williamson (Expand.) |
||
| Line 8: | Line 8: | ||
Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size. | 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. | |||
| Line 13: | Line 16: | ||
* [[Covered bond]] | * [[Covered bond]] | ||
* [[Credit Quality Step]] | * [[Credit Quality Step]] | ||
* [[Haircut]] | |||
* [[High Quality Liquid Assets]] | |||
* [[Level 1 liquid assets]] | * [[Level 1 liquid assets]] | ||
* [[Level 1A liquid assets]] | * [[Level 1A liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] | ||
Revision as of 15:37, 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.
