(3) Adjusted level 2B liquid asset amount. A Board-regulated institution's adjusted level 2A liquid asset amount equals 85 percent of the fair value of all level 2A liquid assets that would be eligible HQLA and would be held by the Board-regulated institution upon the unwind of any secured funding transaction (other than a collateralized deposit), secured lending transaction, asset exchange, or collateralized derivatives transaction that matures within 30 calendar days of the calculation date where the Board-regulated institution will provide an asset that is eligible HQLA and the counterparty will provide an asset that will be eligible HQLA. (2) Adjusted level 2A liquid asset amount. A Board-regulated institution's adjusted level 1 liquid asset amount equals the fair value of all level 1 liquid assets that would be eligible HQLA and would be held by the Board-regulated institution upon the unwind of any secured funding transaction (other than a collateralized deposit), secured lending transaction, asset exchange, or collateralized derivatives transaction that matures within 30 calendar days of the calculation date where the Board-regulated institution will provide an asset that is eligible HQLA and the counterparty will provide an asset that will be eligible HQLA less the amount of the reserve balance requirement under section 204.5 of Regulation D ( 12 CFR 204.5). (f) Calculation of adjusted liquid asset amounts-(1) Adjusted level 1 liquid asset amount. (1) The level 2B liquid asset amount minus the level 2 cap excess amount minus 0.1765 times the sum of the level 1 liquid asset amount and the level 2A liquid asset amount and As of the calculation date, the level 2B excess amount equals the greater of: (e) Calculation of the level 2B cap excess amount. (1) The level 2A liquid asset amount plus the level 2B liquid asset amount minus 0.6667 times the level 1 liquid asset amount and As of the calculation date, the level 2 cap excess amount equals the greater of: (d) Calculation of the level 2 cap excess amount. As of the calculation date, the unadjusted excess HQLA amount equals: (c) Calculation of the unadjusted excess HQLA amount. The level 2B liquid asset amount equals 50 percent of the fair value of all level 2B liquid assets held by the Board-regulated institution as of the calculation date that are eligible HQLA. The level 2A liquid asset amount equals 85 percent of the fair value of all level 2A liquid assets held by the Board-regulated institution as of the calculation date that are eligible HQLA. The level 1 liquid asset amount equals the fair value of all level 1 liquid assets held by the Board-regulated institution as of the calculation date that are eligible HQLA, less the amount of the reserve balance requirement under section 204.5 of Regulation D ( 12 CFR 204.5). (b) Calculation of liquid asset amounts-(1) Level 1 liquid asset amount. ![]() (i) The unadjusted excess HQLA amount and (3) The level 2B liquid asset amount minus (2) The level 2A liquid asset amount plus ![]() As of the calculation date, a Board-regulated institution's HQLA amount equals: ยง 249.21 High-quality liquid asset amount.
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