Level 2B liquid assets: Difference between revisions

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Level 2B liquid assets are subject to correspondingly greater haircuts when included in the computation of total HQLAs, compared with Level 2A.
Level 2B liquid assets are subject to correspondingly greater haircuts of 25% to 50% when included in the computation of total High Quality Liquid Assets (HQLAs), compared with Level 2A.




== See also ==
== See also ==
* [[Credit Quality Step]]
* [[Haircut]]
* [[Haircut]]
* [[HQLA]]
* [[High Quality Liquid Assets]] (HQLAs)
* [[Level 1 liquid assets]]
* [[Level 1 liquid assets]]
* [[Level 2 liquid assets]]
* [[Level 2 liquid assets]]
* [[Level 2A liquid assets]]
* [[Level 2A liquid assets]]
* [[Liquid]]
* [[Liquidity ]]
* [[Liquidity buffer]]
* [[Liquidity buffer]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]

Latest revision as of 08:05, 4 May 2022

Bank regulation - liquidity

Level 2B liquid assets are those of lower liquidity quality, compared with Level 2A.


Level 2B liquid assets are subject to correspondingly greater haircuts of 25% to 50% when included in the computation of total High Quality Liquid Assets (HQLAs), compared with Level 2A.


See also