Stress Test Data Framework Dictionary 2021: Version 02

CollateralHQLAeligibility

Enumeration Definition
Level 1 All HQLA Level 1 collateral as defined within https://www.bis.org/publ/bcbs238.pdf.
Level 2A All HQLA Level 2A collateral as defined within https://www.bis.org/publ/bcbs238.pdf.
Level 2B All HQLA Level 2B collateral as defined within https://www.bis.org/publ/bcbs238.pdf.
Non eligible All collateral that isn't HQLA eligible.