High-quality liquid asset amount.

CFR · 2024-01-01 · US · Title 12

(a) (1) The level 1 liquid asset amount; plus (2) The level 2A liquid asset amount; plus (3) The level 2B liquid asset amount; minus (4) The greater of: (i) The unadjusted excess HQLA amount; and (ii) The adjusted excess HQLA amount. (b) (2) (3) (c) (1) The level 2 cap excess amount; (2) The level 2B cap excess amount. (d) (1) The level 2A liquid asset amount plus the level 2B liquid asset amount (2) 0. (e) (1) The level 2B liquid asset amount minus the level 2 cap excess amount minus 0.1765 times the sum of the level 1 liquid asset amount and the level 2A liquid asset amount; and (2) 0. (f) (2) (3) (g) (1) The adjusted level 2 cap excess amount; (2) The adjusted level 2B cap excess amount. (h) (1) The adjusted level 2A liquid asset amount plus the adjusted level 2B liquid asset amount minus 0.6667 times the adjusted level 1 liquid asset amount; and (2) 0. (i) (1) The adjusted level 2B liquid asset amount minus the adjusted level 2 cap excess amount minus 0.1765 times the sum of the adjusted level 1 liquid asset amount and the adjusted level 2A liquid asset amount; and (2) 0.

official document · source cfr-2024 · id 12:§ 329.21