Liquidity coverage ratios (LCRs) at all eight US global systemically important banks (G-Sibs) fell in the first quarter of 2018 as a result of changes to the firms’ funding mix and high-quality liquid assets (HQLA).
Morgan Stanley’s LCR fell the most, by seven percentage points. As previously reported by Risk Quantum, this was the result of increased lending activity out of its institutional securities business, which increased its net cash outflow amount.
JP Morgan’s fell four percentage
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