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PIB A9.2.10

For the purpose of calculating the LCR, if an eligible asset within HQLA becomes ineligible (e.g. due to a rating downgrade), an Authorised Firm is allowed to keep the asset in its stock of HQLA for an additional 30 calendar days to allow time to adjust its stock as needed or replace the asset.

[Added] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]