US LCR cash inflows dominated by secured loans

Big US banks have grown the share of incoming cash from secured loans they expect to be able to rely on in a market crisis, liquidity coverage ratio (LCR) disclosures show.

The LCR requires banks to calculate their net cash outflows – the difference between incoming and outgoing cash – in a 30-day period of stress, and hold enough high-quality liquid assets (HQLA) to meet this amount. Haircuts are applied to outflows, inflows and HQLA to reflect how a firm’s funding sources and assets would be

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: