Level 1B liquid assets: Difference between revisions
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* [[Level 1A liquid assets]] | * [[Level 1A liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] | ||
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[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
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Revision as of 22:59, 24 July 2021
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%.
