9.2 Break up of Stock of High Quality Liquid Assets
Table 9-3 Break up of Stock of High Quality Liquid Assets
| Field Names | Description |
|---|---|
| Report Name | Break up of Stock of High Quality Liquid Assets |
| Report Level Filters | Not applicable |
| Report Description | This report displays the break-up of the stock of HQLA across it components in the form of a line-column chart as well as a tabular report. |
| Report Type |
Report 1: Graphical Report Combination of Line and Column Chart The following components of the stock of HQLA are displayed on the X-axis: Stock of Level 1 Assets Stock of Level 2A Assets Stock of Level 2B RMBS Assets Stock of Level 2B non-RMBS Assets Adjustment due to Cap on Level 2B Assets Adjustment due to Cap on Level 2 Assets The values for each component are displayed as columns on the Y-axis and the cumulative values are displayed as a line graph on the Y-axis. The total stock of HQLA is also displayed. Report 2: Tabular Report The components displayed as part of the graphical report as displayed in a tabular format as well. Additionally, the following are displayed: Adjustments to Stock of Level 1 Assets Adjusted Level 1 Assets Adjustments to Stock of Level 2A Assets Adjusted Level 2A Assets Adjustments to Stock of Level 2B RMBS Assets Adjusted Level 2B RMBS Assets Adjustments to Stock of Level 2B non-RMBS Assets Adjusted Level 2B non-RMBS Assets Stock of High Quality Liquid Assets |
| Dimensions |
Legal Entity Asset Level |
| Base Measures |
Stock of Level 1 Assets Stock of Level 2A Assets Stock of Level 2B RMBS Assets Stock of Level 2B non-RMBS Assets Adjustment due to Cap on Level 2B Assets Adjustment due to Cap on Level 2 Assets Adjustments to Stock of Level 1 Assets Adjusted Level 1 Assets Adjustments to Stock of Level 2A Assets Adjusted Level 2A Assets Adjustments to Stock of Level 2B RMBS Assets Adjusted Level 2B RMBS Assets Adjustments to Stock of Level 2B non-RMBS Assets Adjusted Level 2B non-RMBS Assets Stock of High Quality Liquid Assets |
| Computed Measures | Not applicable |
| Drill-through On |
Report 2: Tabular Report Post Haircut Stock of Level <1 / 2A / 2B RMBS / 2B non-RMBS> Assets Adjustments to Stock of Level <1 / 2A / 2B RMBS / 2B non-RMBS> Assets |
| Drill-through’s |
Level 1: Page Level Display Parameters: The following parameters are displayed: As of Date Process/Run Scenario Run Execution ID Run Type Consolidation Type Legal Entity Page Level Filter: Currency Type Report Names: The following reports are launched on clicking each corresponding link in the tabular report: Components of Stock of Level 1 Assets Adjustments to Stock of Level 1 Assets Components of Stock of Level 2A Assets Adjustments to Stock of Level 2A Assets Components of Stock of Level 2B RMBS Assets Adjustments to Stock of Level 2B RMBS Assets Components of Stock of Level 2B non-RMBS Assets Adjustments to Stock of Level 2B non-RMBS Assets Report Type: Tabular Report The components and corresponding values of the stock of each asset level and the adjustments for estimating the cap value are displayed. Level 2 Drill-through On: Not applicable |
Note:
If the run purpose in the Run Management window is selected as U.S. Fed Liquidity Ratio Calculation then, Break-up of Stock of High Quality Liquid Assets report is not applicable.