4.2.3.2 Calculation of Unadjusted Excess HQLA

The unadjusted excess HQLA is calculated based on the following formula:

Figure 3-2 Unadjusted excess HQLA

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

1. Calculation of Level 2 Cap Excess Amount

   Figure 3-3 Level 2 Cap Excess Amount

   
   

   

   
   
2. Calculation of Level 2B Cap Excess Amount

   Figure 3-4 Level 2B Cap Excess Amount

   
   

   

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

   Figure 3-5 Level 2B PSE Security Cap Excess Amount