easy · FRM Part 2 Liquidity & Treasury Risk
Which of the following is true regarding 'Level 2B' assets in the LCR?
- They are subject to a minimum 25%-50% haircut and a 15% sub-cap
- They can make up to 40% of the total HQLA buffer
- They receive a 0% haircut because they are highly liquid in stress
- They consist primarily of physical gold and real estate
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