medium · FRM Part 2 Liquidity & Treasury Risk
A bank calculates its LCR and finds it has Level 1 HQLA of $40 bn, Level 2A HQLA of $35 bn (post-haircut), and Level 2B HQLA of $5 bn (post-haircut).
What is the total amount of HQLA the bank can recognize for the LCR numerator?
- $80.00 billion
- $54.60 billion
- $66.67 billion
- $74.00 billion
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