1. Liquidity Risk Regulatory Calculations for Monetary Authority of Singapore User Guide
  2. Minimum Liquid Assets Calculation
  3. Process Flow
  4. Identification of Liquid Assets

6.2.2 Identification of Liquid Assets

All assets, whether owned by the bank, or received from counterparties as collateral, that meet the liquid asset criteria specified by MAS, are classified as follows:

  • Tier 1 Assets
  • Tier 2 Assets