5.2.3.4 Calculation of Adjusted Stock of HQLA

1. 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.
2. 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.
3. 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.