9.1 High Quality Liquid Assets
Table 9-2 High Quality Liquid Assets
| Field Names | Description |
|---|---|
| Report Name | High Quality Liquid Assets |
| Report Level Filters | Encumbrance Status |
| Report Description | This report displays the break-up of encumbered and unencumbered high quality liquid assets across each asset level in the form of a pie chart. |
| Report Type |
Pie Chart The pie chart displays the break-up of HQLA across the following asset levels: Level 1 Assets Level 2A Assets Level 2B RMBS Assets Level 2B Non-RMBS Assets |
| Dimensions |
Legal Entity Asset Level Account |
| Base Measures | Asset Value |
| Computed Measures | Not applicable |
|
Drill-through On
|
Each segment of the pie chart |
| 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 Currency Type Report Level Filters: The following filters are displayed for selection: Product Type Product Natural Currency Location Maturity Date An icon is available to filter the tabular report row items based on the filter selection. A reset icon is available to reset all filter selection and to restore the original number of rows. This filter selection is not mandatory. Report Name: <Selected Encumbrance Status> <Selected Asset Level> Details The name changes based on the report-level parameter selection. For example, if encumbrance status is selected as Unencumbered and the Level 2A Assets segment is selected in the pie chart, the report name will be displayed as Unencumbered Level 2A Asset Details Report Type: Tabular Report The following details are displayed for each asset whose attributes correspond to the selected encumbrance status and asset level: Asset Product Type Natural Currency Location Maturity Date Units Available Maturity Value Haircut (%) Market Value Expected Value 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, High Quality Liquid Assets report is not applicable.