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. |