Japanese bank LCRs diverge in Q3

Liquidity risk at large Japanese lenders edged up in aggregate over the first nine months of last year, as easy-to-sell assets were offloaded and estimates of net funding outflows under stress increased, though the picture was mixed at the individual bank level. 

The median liquidity coverage ratio (LCR) of six of the largest lenders – Mitsubishi UFJ Financial Group (MUFG), Mizuho, Nomura, Norinchukin, Sumitomo Mitsui FG (SMFG) and Sumitomo Mitsui Trust Holdings (SMTH) – dropped to 135.6% at

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