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Access to Capital
Markets Structure and Liquidity
Securitization
Derivatives
Derivatives ...
Financial Market Utilities
Regulatory Structure and Processes
International Aspects of Capital Market Regulation
Securitization
Liquidity
45.
Liquidity coverage ratio and net stable funding ratio
FDIC, FRB, OCC
C, F
Proposed
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Treasury recommends that high-quality securitized obligations with a proven track record receive consideration as level 2B high-quality liquid assets (HQLA) for purposes of the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR). Regulators should consider applying to these senior securitized bonds a prescribed framework, similar to that used to determine the eligibility of corporate debt, to establish criteria under which a securitization may receive HQLA treatment.
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