UBS liquidity coverage ratio shrinks after regulatory change

UBS’s liquidity coverage ratio fell 7 percentage points in the first three months of the year following a shake-up of regulatory requirements by the Swiss Federal Council.

The rule change, approved last November, led to higher net cash outflows at the bank, which jumped 5.5% to Sfr135 billion ($136 billion) in March from Sfr128 billion at the end of 2017.

The bank’s high-quality liquid assets (HQLA) remained flat quarter-on-quarter.

As a result, UBS’s LCR – which is calculated by dividing a

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