EBU Single Rulebook Q&A 4 June 2018 2018_3955 HQLA and amortised cost classification

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European Union · · · 08-05-2020

If a bank holds HQLAs in the amortised cost portfolio and is able to monetise these assets can the securities, e.g. government bonds, in the amortised cost portfolio also be treated as HQLA in LCR calculation?

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