Individual Liquidity Guidance and Level 2A liquid assets: Difference between pages

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''UK bank supervision.''
''Bank regulation - liquidity''


(ILG).
Level 2A liquid assets are those of higher liquidity quality, compared with Level 2B.


Individual Liquidity Guidance is guidance given to a regulated institution about the amount, quality and funding profile of liquidity resources that the regulator as asked the institution to maintain.


Level 2A liquid assets are subject to smaller haircuts of 15% when included in the computation of total HQLAs, compared with Level 2B, which suffer greater haircuts.


==See also==
 
*[[Buffer]]
== See also ==
*[[ILAAP]]
* [[Haircut]]
*[[LAB]]
* [[High Quality Liquid Assets]]
*[[Liquidity Coverage Ratio]]
* [[Level 1 liquid assets]]
*[[Liquidity risk]]
* [[Level 2 liquid assets]]
*[[Pillar 1]]
* [[Level 2B liquid assets]]
*[[Pillar 2]]
* [[Liquidity buffer]]
*[[Prudential Regulation Authority]]

Revision as of 15:45, 13 November 2016

Bank regulation - liquidity

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


Level 2A liquid assets are subject to smaller haircuts of 15% when included in the computation of total HQLAs, compared with Level 2B, which suffer greater haircuts.


See also