| Non-HQLA Assets other |
L-9 |
Commercial and industrial loans |
| Non-HQLA Assets other |
LC-1 |
Letters of credit issued by a GSE |
| Non-HQLA Assets other |
LC-2 |
All other letters of credit, including bankers' acceptances |
| Non-HQLA Assets other |
N-1 |
Non-investment grade corporate debt |
| Non-HQLA Assets other |
N-2 |
Non-investment grade ABS |
| Non-HQLA Assets other |
N-3 |
Non-investment grade structured ABS |
| Non-HQLA Assets other |
N-4 |
Non-investment grade Private Label Pass-thru CMBs/RMBs |
| Non-HQLA Assets other |
N-5 |
Non-investment grade Private Label structured CMBs/RMBs |
| Non-HQLA Assets other |
N-6 |
Non-investment grade covered bonds |
| Non-HQLA Assets other |
N-7 |
Non-investment grade obligations of municipals/PSEs (excluding U.S. general obligations) |
| Non-HQLA Assets other |
P-1 |
Residential property |
| Non-HQLA Assets other |
P-2 |
All other physical property |
| Non-HQLA Assets other |
S-8 |
All other debt issued by sovereigns (excluding central banks) and supranational entities, not otherwise included |
| Non-HQLA Assets other |
Y-1 |
Debt issued by reporting firm - parent |
| Non-HQLA Assets other |
Y-2 |
Debt issued by reporting firm - Bank |
| Non-HQLA Assets other |
Y-3 |
Debt issued by reporting firm - All other (incl. conduits) |
| Non-HQLA Assets other |
Y-4 |
Equity investment in affiliates |
| Non-HQLA Assets other |
Z-1 |
All other assets |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
A-2 |
U.S. Government Agency-issued debt (excluding the US Treasury) with a US Government guarantee |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
A-3 |
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 |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
A-4 |
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 |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
A-5 |
Other debt with a U.S. Government guarantee |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
CB-1 |
Securities issued or guaranteed by a central bank with a 0% RW |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
CB-2 |
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 |
| Non-HQLA Assets that do not meet the asset-specific tests detailed in section 20 of Regulation WW |
CB-3 |
Securities issued or guaranteed by a non-U.S. central bank with a 20% RW, not otherwise included |