Liquidity reserve requirement and supplemental liquidity.

CFR · 2024-01-01 · US · Title 12

(a) (b) (1) Can be easily and quickly converted into cash with little or no loss in value; (2) Exhibits low credit and market risk; (3) Has ease and certainty of valuation; and, (4) Except for money market instruments, can be easily sold or converted to cash through repurchase agreements in active and sizable markets without significantly affecting prices. (c) (1) Days 1 through 15 only with Level 1 instruments; (2) Days 16 through 30 only with Level 1 and Level 2 instruments; and, (3) Days 31 through 90 with Level 1, Level 2, and Level 3 instruments.

official document · source cfr-2024 · id 12:§ 652.40