Complete Set of Agreed Change to the LCR Formulation

Expand the definition of HQLA by including Level 2B assets, subject to higher haircuts and a limit
- Corporate debt securities rated A+ to BBB– with a 50% haircut
- Certain unencumbered equities subject to a 50% haircut
- Certain residential mortgage-backed securities rated AA or higher with a 25% haircut
Aggregate of Level 2B assets, after haircuts, subject to a limit of 15% of total HQLA