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 minus 0.6667 times the level 1 liquid asset amount; and (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:§ 50.21