14.2.2.3.5 Calculating Adjustments to Stock of HQLA Due to Cap on Level 2Assets
- Adjustment Due to Cap on Level 2B Assets
Level 2B assets can only constitute up to 15% of the stock of HQLA after considering the impact of unwinding transactions maturing within the LCR horizon. Adjustment to stock of HQLA due to cap on Level 2B assets is calculated as follows:
Figure 14-6 Formula for calculating adjustment to stock of HQLA due to cap on Level 2B assets
- Adjustment Due to Cap on Level 2 Assets
Level 2 assets can only constitute up to 40% of the stock of HQLA after considering the impact of unwinding transactions maturing within the LCR horizon. Adjustment to Stock of HQLA due to cap on Level 2 assets is calculated as follows:
Figure 14-7 Formula for calculating adjustment to Stock of HQLA due to cap on Level 2 assets
