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Home Basel III - International Definition of High-Quality Liquid Assets: U.S. LCR Proposal vs. European Banking Authority Recommendations

Definition of High-Quality Liquid Assets: U.S. LCR Proposal vs. European Banking Authority Recommendations

We have prepared a high-level comparison of (1) the definition of high-quality liquid assets in the U.S. liquidity coverage ratio (LCR) proposal and (2) the assets found to be of extremely high liquidity and credit quality (extremely HQLAs) and of high liquidity and credit quality (HQLAs) in the European Banking Authority’s recent report on the uniform definitions of extremely HQLAs and HQLAs.  Pursuant to CRD IV, the European Commission will consider the European Banking Authority’s report for purposes of introducing a detailed and harmonized LCR requirement in the EU.

View High-level Comparison of Definition of High-Quality Liquid Assets: U.S. LCR Proposal vs. European Banking Authority Recommendations (PDF)

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