Level 1 liquid assets

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Bank regulation - liquidity

Level 1 liquid assets are those of the highest liquidity quality.

Level 1 liquid assets are mostly high quality central government obligations, with a Credit Quality Step (CQS) of 1, and certain other qualifications.

They are eligible for inclusion in the calculation of a bank's High Quality Liquid Assets (HQLAs) either in full, or with only a small haircut.

See also