1. User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Stock of High Quality Liquid Assets
  5. Identification of Eligible HQLA on Unwind

6.2.2.2 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 I and non-RBMS II assets
  • Meets HQLA operational requirements on unwind