4.2.3.5 Calculation of Adjusted Liquid Asset Amount

1. Adjusted Level 1 liquid asset amount The formula for calculating adjusted level 1 liquid asset amount is as follows:

   Figure 3-6 Adjusted level 1 liquid asset amount

   
   

   

   
   

   Note:

   Adjustments relate to the cash received or paid and the eligible level 1 assets posted or received as collateral or underlying assets as part of a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
2. Adjusted Level 2A liquid asset amount
   The formula for calculating adjusted level 2A liquid asset amount is as follows:

   Figure 3-7 Adjusted level 2A liquid asset amount

   
   

   

   
   

   Note:

   Adjustments relate to eligible level 2A assets posted or received as collateral or underlying assets as part of a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
3. Adjusted Level 2B liquid asset amount
   The formula for calculating adjusted level 2B liquid asset amount is as follows:

   Figure 3-8 Adjusted level 2B liquid asset amount

   
   

   

   
   

   Note:

   Adjustments relate to eligible level 2B assets posted or received as collateral or underlying assets as part of a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
4. Adjusted Level 2B PSE security liquid asset amount
   The formula for calculating adjusted level 2B PSE security liquid asset amount is as follows:

   Figure 3-9 Adjusted level 2B PSE security liquid asset amount

   
   

   

   
   

   Note:

   Adjustments relate to eligible level 2B PSE securities posted or received as collateral or underlying assets as part of a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
5. Calculation of Adjusted Excess HQLA
   The adjusted excess HQLA is calculated based on the following formula:

   Figure 3-10 Adjusted excess HQLA

   
   

   

   
   
   The formula for computing the adjusted cap excess amounts is provided below:

   1. Calculation of Adjusted Level 2 Cap Excess Amount

      Figure 3-11 Adjusted Level 2 Cap Excess Amount

      
      

      

      
      
   2. Calculation of Adjusted Level 2B Cap Excess Amount

      Figure 3-12 Adjusted Level 2B Cap Excess Amount

      
      

      

      
      
   3. Calculation of Adjusted Level 2B PSE Security Cap Excess Amount

      Figure 3-13 Adjusted Level 2B PSE Security Cap Excess Amount