1. User Guide
  2. Bank for International Settlements Basel III Liquidity Ratio Calculation
  3. Liquidity Coverage Ratio Calculation
  4. Liquidity Ratio Calculation Process Flow
  5. Calculation of Stock of High Quality Liquid Asset
  6. Identification of Eligible HQLA on Unwind

15.2.2.3.2 Identification of Eligible HQLA on Unwind

The application identifies the assets that are placed as collateral which are eligible HQLA if they are not encumbered. Placed collateral is marked as eligible HQLA on unwind if it fulfills all of the following criteria:
  • Asset Level is level 1, 2A, 2B RMBS or 2B non-RMBS asset
  • Meets HQLA Operational Requirements on Unwind