Subsidiary Liquidity Available for Transfer
Definition
Refers to the amount of excess eligible HQLA that is held at a subsidiary of the consolidated reporting entity that is determined as transferrable as per sections 22(b)(3)(i)(B), 22(b)(3)(ii)(B) or 22(b)(4)(ii) of the LRM Standards.
Refers to the amount of excess eligible HQLA that is held at a subsidiary of the consolidated reporting entity that is determined as transferrable as per sections 22(b)(3)(i)(B), 22(b)(3)(ii)(B) or 22(b)(4)(ii) of the LRM Standards. Do not include eligible HQLA that is determined as transferrable based on the subsidiary’s own net cash outflows (i.e., as per 22(b)(3)(i)(A), 22(b)(3)(ii)(B) or 22(b)(4)(i)). Use the [Internal Counterparty] field to indicate the subsidiary entity that holds the assets; however do not flag this product as [Internal] = “Y”.
Applicable fields: product, sub_product, currency, market_value, reporting_entity.
Cross-References
Reporting Notes
Do not include eligible HQLA that is determined as transferrable based on the subsidiary’s own net cash outflows (i.e., as per 22(b)(3)(i)(A), 22(b)(3)(ii)(B) or 22(b)(4)(i)). Use the [Internal Counterparty] field to indicate the subsidiary entity that holds the assets; however do not flag this product as [Internal] = “Y”.
Version History
Current version