When computing the liquidity coverage ratio, high-quality liquid assets (HQLAs) are divided into two levels.

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High-quality liquid assets (HQLAs) are divided into two levels according to their level of liquidity and marketability in the event of a stress scenario. Level 1 assets have the highest liquidity and are considered the most reliable, while level 2 assets have slightly lower liquidity and are therefore subject to more risk.

When Computing the Liquidity Coverage Ratio, High-Quality Liquid Assets (HQLAs)