Level 1 liquid assets: Difference between revisions
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imported>Doug Williamson (Expand.) |
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* [[Level 1B liquid assets]] | * [[Level 1B liquid assets]] | ||
* [[Level 2 liquid assets]] | * [[Level 2 liquid assets]] | ||
* [[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:Financial_products_and_markets]] |
Revision as of 08:02, 4 May 2022
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.