Which of the following is NOT included as high-quality liquid assets when computing a liquidity coverage ratio?
A)Sovereign debt.
B)Bank capital.
C)Government guaranteed mortgage-backed securities.
D)Central bank reserves.

Question

Quizplus · Accepted Answer

Bank capital is not considered a high-quality liquid asset when computing a liquidity coverage ratio. The other options listed (sovereign debt, government guaranteed mortgage-backed securities, and central bank reserves) are all considered high-quality liquid assets.

Which of the Following Is NOT Included as High-Quality Liquid