5.2.3.4 Calculation of Adjusted Stock of HQLA
- Adjusted Stock of Level 1 Assets
The formula for calculating adjusted stock of level 1 assets is as follows:
Figure 4-3 Adjusted Stock of Level 1 Assets
Note:
Adjustments relate to the cash received or paid and the eligible level 1 Assets posted or received as collateral or underlying assets as part of secured funding, secured lending and Asset Exchange transactions. - Adjusted Stock of Level 2A Assets
The formula for calculating adjusted stock of level 2A assets is as follows:
Figure 4-4 Adjusted Stock of Level 2A Assets
Note:
Adjustments relate to eligible level 2A assets posted or received as collateral or underlying assets as part of secured funding, secured lending and asset exchange transactions. - Adjusted Stock of Level 2B Assets
The formula for calculating adjusted stock of level 2B RMBS assets is as follows:
Figure 4-5 Adjusted Stock of Level 2B Assets
Note:
Adjustments relate to eligible level 2B assets posted or received as collateral or underlying assets as part of secured funding, secured lending and asset exchange transactions.