1. User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Stock of HQLA

4.2.3 Calculation of Stock of HQLA

All unencumbered assets classified as Level 1, 2A or 2B, which meet the HQLA eligibility criteria, are included in the stock of high quality liquid assets (SHQLA). The formula for calculating SHQLA is as follows:

Figure 3-1 Stock of HQLA


The formula for calculating SHQLA

All calculations are based on the market value of assets.