Capital Markets Examiner School, Providence, RI

On Balance Sheet Liquidity

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Mitigating Factors

Assets with liquidity that may be slower to convert to cash or risk large haircuts but could be considered for liquidity in certain circumstances

 Excess Pledged Collateral

 Unencumbered Held-To-Maturity securities

 Loans Held-for-Sale

 Sub-Investment Grade, Exotic Structures, or Thinly Traded Securities