The LCR divides eligible assets into Level 1, Level 2A and Level 2B, whereby Level 1 assets, due to their higher quality, receive preferential treatment in the HQLA composition over the level 2 …

Dec 13, 2025 · The regulatory framework divides HQLA into a three-tiered system—Level 1, Level 2A, and Level 2B—based on their risk profile and liquidity characteristics during a financial crisis.

Apr 9, 2025 · Categories of HQLA: Assets are categorized into Level 1, Level 2A, and Level 2B, each with different liquidity and discount levels. Level 1 assets, such as cash and central bank …

The level 2A liquid asset amount equals 85 percent of the fair value of all level 2A liquid assets held by the Board-regulated institution as of the calculation date that are eligible HQLA.

§ 249.20 High-quality liquid asset criteria. (a) Level 1 liquid assets. An asset is a level 1 liquid asset if it is one of the following types of assets: (1) Reserve Bank balances; (2) Foreign …

These general guidelines were used to categorise broad asset classes into three levels of HQLA: Level 1, 2A, and 2B. However, individual assets within those broad categories, and across …

Level 1 assets can be included in the stock of HQLA without limit and Level 2 assets can only comprise 40% of the stock of HQLA. Of this, Level 2B assets can only comprise of 15% of …

The term ‘High Quality Liquid Assets’ refers to those securities which can be quickly converted to cash, without a significant change in their value. These are usually those financial assets …

Level 1 Assets: HQLA are divided into two main categories or levels: Level 1 and Level 2. Level 1 assets can constitute an unlimited share of the pool and are not normally subject to a haircut …

The level 2A liquid asset amount equals 85 percent of the fair value of all level 2A liquid assets held by the Board-regulated institution as of the calculation date that are eligible HQLA.