| HQLA Level 1 |
A-0-Q |
Cash |
| HQLA Level 1 |
A-1-Q |
Debt issued by the U.S. Treasury |
| HQLA Level 1 |
A-2-Q |
U.S. Government Agency-issued debt (excluding the US Treasury) with a US Government guarantee |
| HQLA Level 1 |
A-3-Q |
Vanilla debt (including pass-through MBS) guaranteed by a U.S. Government Agency, where the U.S. Government Agency has a full U.S. Government guarantee |
| HQLA Level 1 |
A-4-Q |
Structured debt (excluding pass-through MBS) guaranteed by a U.S. Government Agency, where the U.S. Government Agency has a full U.S. Government guarantee |
| HQLA Level 1 |
A-5-Q |
Other debt with a U.S. Government guarantee |
| HQLA Level 1 |
CB-1-Q |
Securities issued or guaranteed by a central bank with a 0% RW |
| HQLA Level 1 |
CB-2-Q |
Securities issued or guaranteed by a non-U.S. central bank that does not have a 0% RW, but supports outflows that are in the same jurisdiction of the central bank and are denominated in the home currency of the central bank |
| HQLA Level 1 |
S-1-Q |
Debt issued by non-U.S. Sovereigns (excluding central banks) with a 0% RW |
| HQLA Level 1 |
S-2-Q |
Debt issued by multilateral development banks or other supranationals with a 0% RW |
| HQLA Level 1 |
S-3-Q |
Debt with a non-U.S. Sovereign (excluding central banks) or multilateral development bank or other supranational guarantee, where guaranteeing entity has a 0% RW |
| HQLA Level 1 |
S-4-Q |
Debt issued or guaranteed by a non-U.S. Sovereign (excluding central banks) that does not have a 0% RW, but supports outflows that are in the same jurisdiction of the sovereign and are denominated in the home currency of the sovereign |
| HQLA Level 2a |
CB-3-Q |
Securities issued or guaranteed by a non-U.S. central bank with a 20% RW, not otherwise included |
| HQLA Level 2a |
G-1-Q |
Senior to preferred debt issued by a U.S. Government Sponsored Entity (GSE) |
| HQLA Level 2a |
G-2-Q |
Vanilla debt (including pass-through MBS) guaranteed by a U.S. GSE |
| HQLA Level 2a |
G-3-Q |
Structured debt (excluding pass-through MBS) guaranteed by a U.S. GSE |
| HQLA Level 2a |
S-5-Q |
Debt issued by non-U.S. Sovereigns (excluding central banks) with a 20% RW, not otherwise included |
| HQLA Level 2a |
S-6-Q |
Debt issued by multilateral development banks or other supranationals with a 20% RW, not otherwise included |
| HQLA Level 2a |
S-7-Q |
Debt with a non-U.S. Sovereign (excluding central banks) or multilateral development bank or other supranational guarantee, where guaranteeing entity has a 20% RW, not otherwise included |
| HQLA Level 2b |
E-1-Q |
U.S. equities - Russell 1000 |
| HQLA Level 2b |
E-2-Q |
Non-U.S. Equities listed on a foreign index designated to by the local supervisor as qualifying for the LCR, and denominated in USD or the currency of outflows that the foreign entity is supporting |
| HQLA Level 2b |
IG-1-Q |
Investment grade corporate debt |
| HQLA Level 2b |
IG-2-Q |
Investment grade municipal obligations |
| Non-HQLA Assets other |
C-1 |
Commodities |
| Non-HQLA Assets other |
CB-4 |
All other securities issued by central banks, not otherwise included |