HQLA definition
Examples of HQLA in a sentence
A national bank or Federal savings as- sociation is generally expected to maintain as eligible HQLA an amount and type of eligible HQLA in the United States that is sufficient to meet its total net cash outflow amount in the United States under subpart D of this part.
The securities cash inflow amount as of the calculation date includes 100 percent of all contractual payments due to the national bank or Federal savings asso- ciation on securities it owns that are not eligible HQLA.
The modified LCR requires regional companies to maintain enough HQLA to cover 21 days of net cash output.
The proposal would require: Large Bank holding companies (BHC) - those with more than $250 billion in consolidated assets, or more in on-balance sheet foreign exposure, and to systematically important, non-bank financial institutions; [13] to maintain enough HQLA to 30 days of net cash outing.
In all categories, the combination of Level 2A and 2B assets cannot exceed 40% of HQLA with 2B assets limited to a maximum of 15% of HQLA.
From 30 April 2020 securitisations can be qualified as Level 2B high quality liquid assets ("HQLA") only if they fulfil the conditions laid down in article 13 of the LCR Delegated Regulation.
Any income arising from the safekeeping of your deposits as HQLA shall belong to PDAX.
This will help to have sufficient high-quality liquid asset (HQLA) to survive an acute liquidity stress scenario lasting for 30 days.
Second, the BCBS expanded the definition of high quality liquid assets ("HQLA") to include certain lower quality corporate debt securities, equities and residential mortgage-backed securities, subject to higher haircuts and an absolute limit.
No assurance can be provided that the Notes qualify as HQLA beyond 30 April 2020, being the date of application of the revised provisions of the LCR Delegated Regulation.