14.2.2.3.4 Calculating 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 14-2 Formula for calculating 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 a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
2. Adjusted Stock of Level 2A Assets

   The formula for calculating adjusted stock of level 2A assets is as follows:

   Figure 14-3 Formula for calculating 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 a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
3. Adjusted Stock of Level 2B RMBS Assets

   The formula for calculating adjusted stock of level 2B RMBS assets is as follows:

   Figure 14-4 Formula for calculating adjusted stock of level 2B RMBS

   
   

   

   
   

   Note:

   Adjustments relate to eligible level 2B RMBS assets posted or received as collateral or underlying assets as part of a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.
4. Adjusted Stock of Level 2B Non-RMBS Assets

   The formula for calculating adjusted stock of level 2B non-RMBS assets is as follows:

   Figure 14-5 Formula for calculating adjusted stock of level 2B non-RMBS

   
   

   

   
   

   Note:

   Adjustments relate to eligible level 2B Non-RMBS assets posted or received as collateral or underlying assets as part of a secured funding transaction, secured lending transaction, asset exchanges, or collateralized derivatives transaction.