Capital Markets School - October 2023

Internal Use Only

Mitigating Factors Assets that may be slower to convert to cash or risk large haircuts could be considered for liquidity in certain circumstances • Excess Pledged Collateral • Unencumbered HTM Securities • Loans Held-for-Sale • Sub-Investment Grade, Exotic Structures, or Thinly Traded Securities

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Internal Use Only

OBS Example

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