Level 1B liquid assets: Difference between revisions
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Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and | Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size. | ||
Revision as of 15:20, 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.
Level 1B liquid assets include EU covered bonds with a Credit Quality Step (CQS) of 1 and the largest minimum issue size.
