47. Further asset categorisation (LCR, Basel III)

Definition

Supervisors may also choose to include within Level 2 an additional class of assets (Level 2B assets - see paragraph 53 below). If included, these assets should comprise no more than 15% of the total stock of HQLA. They must also be included within the overall 40% cap on Level 2 assets.

Related terms:

Parent term:

(4) Definition of HQLA (LCR, Basel III)

Sibling terms:

45. HQLA group (LCR, Basel III)
46. HQLA categories and their limits (LCR, Basel III)
48. Level 2 assets calculation (LCR, Basel III)
(i) Level 1 assets (LCR, Basel III)
(ii) Level 2 assets (LCR, Basel III)
(iii) Level 2B assets
(iv) Treatment for jurisdictions with insufficient HQLA (LCR, Basel III)