Level 1B liquid assets

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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%.

See also