1. User Guide
  2. Liquidity Coverage Ratio Calculation
  3. Process Flow
  4. Calculation of Stock of HQLA
  5. Identification of Eligible HQLA on Unwind

4.2.3.3 Identification of Eligible HQLA on Unwind

The application identifies the assets that are placed as collateral which are eligible HQLA if they are not encumbered. Placed collateral is marked as eligible HQLA on unwind if it fulfills all of the following criteria:
  • Asset Level is level 1, 2A or 2B asset
  • Meets HQLA Operational Requirements
  • Meets Generally Applicable HQLA Criteria on Unwind