hard · Frm Part 2 Liquidity & Treasury Risk
A bank has a Tier 1 capital base of 100bn. It holds40bn in Level 1 HQLA and $35bn in Level 2A HQLA (post-haircut).
According to the Liquidity Coverage Ratio (LCR) composition caps, what is the total amount of HQLA the bank can recognize?
- 60.00bn
- 75.00bn
- 54.00bn
- 66.67bn
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