[PDF] [PDF] Bâle III et la gestion de la liquidité Nouveaux éclairages - Deloitte

Financial Services Avril 2013 Bâle III et la Leasing, factoring, project finance Trading Collatéral HQLA substituable par du collatéral non HQLA [0-100 ]



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[PDF] Bâle III : Ratio de liquidité à court terme et outils de suivi du risque

Définition des actifs liquides de haute qualité (HQLA) entité similaire) contre liquidités ou autres actifs financés au moyen d'un emprunt émis par le fonds



[PDF] Annexe 1 Abrégé des exigences relatives au LCR, Communiqué

Cette norme vise à faire en sorte qu'une banque dispose d'un encours suffisant d' actifs liquides de haute qualité (HQLA, high quality liquid assets), sous forme d' 



[PDF] Availability of high-quality liquid assets and monetary policy

HQLA demand from the financial system due to the EMIR 23 classifies so- called HQLA in terms of the liquidity coverage ratio (LCR) requirement for banks



[PDF] Bâle III et la gestion de la liquidité Nouveaux éclairages - Deloitte

Financial Services Avril 2013 Bâle III et la Leasing, factoring, project finance Trading Collatéral HQLA substituable par du collatéral non HQLA [0-100 ]



[PDF] The HQLA solution helps monitor bank liquidity requirements under

(Financial Services Agency) requirements HQLA FR 2052a Eligible Asset Class Designation Returns the asset category code based on FR 2052a reporting



[PDF] Financial Regulation and Australian Dollar Liquid Assets

In Australia, the supply of HQLA, such as Commonwealth Government securities (CGS), is low relative to the size of the financial sector, reflecting consistent 



[PDF] The Liquidity Coverage Ratio and Security Prices - Banque de France

The recent financial crisis has highlighted how important it is for banks to hold an their preferred portfolio allocation without LCR and if HQLA securities are 



[PDF] Liquidity Coverage Ratio - Monetary Authority of Singapore

mortgage-backed securities and non-financial corporate debt securities that are rated below A as Level 2B HQLA 6 2 Some respondents asked MAS to 



[PDF] BASEL 3 Regulatory Liquidity Disclosures - GFH Financial Group

The group has reported an LCR of 118 for Q2 2020 which is lower than the reported LCR of 188 for Q4 2019 High Quality Liquid Assets (HQLA) Portfolio

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