Liquidity coverage at Nomura improves in Q2
HQLA buffer shrinks for third consecutive quarter
Nomura’s liquidity coverage ratio (LCR) rose by six percentage points in Q2, as estimated cash outflows dropped faster than high-quality liquid assets (HQLAs).
The Japanese lender’s LCR – found by dividing HQLA by projected net cash outflows over a 30-day stress period – climbed to a daily average of 194.4% in the three months to end-September, up from 188.4% the prior quarter, and from 191.1%
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Euronext, Ice Europe default funds reach new peaks
Member contributions surge in Q2 as skin-in-the-game fails to keep pace
Market RWAs surge at mid-sized banks in Q2
Mizuho Americas adds $3.6 billion, while Northern Trust posts 212% increase
OCC initial margin hits record $223bn after 38.1% surge
Client net requirements nearly double in Q2 as ECC and HKSCC also set new highs
JP Morgan leads US banks to highest derivatives exposure in a decade
BNY, Goldman and Wells Fargo at all-time highs
CCIL leads CCPs with record margin calls
ECC calls most margin in five years ahead of first emissions auction
Equity revenues at largest US banks double
G-Sibs’ equity securities and index revenue surges to $27 billion
US G-Sibs’ mark-to-market equity derivatives liabilities top $200bn
Goldman leads record $105 billion quarterly widening in US banks’ negative fair value
Liquidity risk spikes at Eurex, JSCC, NSCC
New highs for stressed payment obligations set at three CCPs
