1. Liquidity Risk Regulatory Calculations for Hong Kong Monetary Authority User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Ratio Constituents
  4. Calculating Stock of High-Quality Liquid Assets
  5. Identifying Eligible HQLA on Unwind

4.3.3.2 Identifying Eligible HQLA on Unwind

The application identifies the assets placed as collateral, which are eligible HQLA if they are not encumbered. Placed collateral is marked as eligible HQLA on unwinding if it fulfills all of the following criteria:

  • Asset level is level 1, 2A or 2B RMBS/Non-RMBS Asset
  • Meets HQLA operational requirements on unwind