5.2.3.1 Calculation of Stock of Liquid Assets
- Calculation of Stock of Level 1 Assets
The stock of level 1 assets equals the market value of all level 1 liquid assets held by the bank as of the calculation date that are eligible HQLA, less the amount of the minimum/mandatory reserves less hedge termination costs (if any), less withdrawal penalty on time deposits (if any).
- Calculation of Stock of Level 2A Assets
The stock of level 2A liquid assets equals 85 percent of the market value of all level 2A liquid assets held by the bank as on the calculation date that are eligible HQLA, less hedge termination costs (if any).
- Calculation of Stock of Level 2B Assets
The stock of level 2B liquid asset amount equals 50 percent of the market value of all level 2B liquid assets held by the bank as on the calculation date that are eligible HQLA, less hedge termination costs (if any).