9.3 Break up of Stock of HQLA Denominated in Significant Currencies
Table 9-4 Break up of Stock of HQLA
Field Names | Description |
---|---|
Report Name | Break up of Stock of HQLA Denominated in Significant Currencies |
Report Level Filters | Significant Currency |
Report Description | This report displays the break-up of the stock of HQLA denominated in each significant currency across it components in the form of a line-column chart. |
Report Type |
Combination of Line and Column Chart The following components of the stock of HQLA denominated in the selected significant currency 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. |
Dimensions |
Legal Entity Significant Currency 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 |
Computed Measures | Not applicable |
Drill-through On | Not applicable |
Drill-through’s | 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 HQLA Denominated in Significant Currencies report is not applicable.