(iv) Not an obligation of a financial sector entity, and not an obligation of a consolidated subsidiary of a financial sector entity.
(B) The market haircut demanded by counterparties to secured lending and secured funding transactions that are collateralized by the security or equivalent securities of the issuer increasing by no more than 10 percentage points during a 30 calendar-day period of significant stress and (A) The market price of the security or equivalent securities of the issuer declining by no more than 10 percent during a 30 calendar-day period of significant stress, or (iii) Issued or guaranteed by an entity whose obligations have a proven record as a reliable source of liquidity in repurchase or sales markets during stressed market conditions, as demonstrated by: (ii) Assigned no higher than a 20 percent risk weight under subpart D of Regulation Q ( 12 CFR part 217) as of the calculation date (i) Not included in level 1 liquid assets (2) A security that is issued by, or guaranteed as to the timely payment of principal and interest by, a sovereign entity or multilateral development bank that is: government-sponsored enterprise, that is investment grade under 12 CFR part 1 as of the calculation date, provided that the claim is senior to preferred stock or (1) A security issued by, or guaranteed as to the timely payment of principal and interest by, a U.S. An asset is a level 2A liquid asset if the asset is liquid and readily-marketable and is one of the following types of assets: (6) A security issued by, or unconditionally guaranteed as to the timely payment of principal and interest by, a sovereign entity that is not assigned a zero percent risk weight under subpart D of Regulation Q ( 12 CFR part 217), where the sovereign entity issues the security in its own currency, the security is liquid and readily-marketable, and the Board-regulated institution holds the security in order to meet its net cash outflows in the jurisdiction of the sovereign entity, as calculated under subpart D of this part. (iv) Not an obligation of a financial sector entity and not an obligation of a consolidated subsidiary of a financial sector entity or (iii) Issued or guaranteed by an entity whose obligations have a proven record as a reliable source of liquidity in repurchase or sales markets during stressed market conditions and (i) Assigned a zero percent risk weight under subpart D of Regulation Q ( 12 CFR part 217) as of the calculation date
(5) A security that is issued by, or unconditionally guaranteed as to the timely payment of principal and interest by, a sovereign entity, the Bank for International Settlements, the International Monetary Fund, the European Central Bank, European Community, or a multilateral development bank, that is: government, provided that the security is liquid and readily-marketable
#High quality liquid assets full#
Department of the Treasury) whose obligations are fully and explicitly guaranteed by the full faith and credit of the U.S. (4) A security that is issued by, or unconditionally guaranteed as to the timely payment of principal and interest by, a U.S. (3) A security that is issued by, or unconditionally guaranteed as to the timely payment of principal and interest by, the U.S. An asset is a level 1 liquid asset if it is one of the following types of assets: § 249.20 High-quality liquid asset criteria.
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