Association of Supervisors of Banks of the Americas logo

Revisions to Basel III - The Liquidity Coverage Ratio and Liquidity Risk

535 downloads

In addition, supervisors may choose to include within Level 2B assets the undrawn value of any contractual committed liquidity facility (CLF) provided by a central bank, where this has not already been included in HQLA in accordance with paragraph 58 below. 

Comments (0)

There are no comments posted here yet

Leave your comments

Posting comment as a guest.
Attachments (0 / 3)
Share Your Location