LCR surges at UBS as HQLA billows higher

UBS’s liquidity coverage ratio jumped 17 percentage points in the first quarter, as the bank stoked its high-quality liquid assets.

The Swiss lender’s LCR – calculated by dividing its stock of HQLA by estimated net cash outflows in a period of stress – hit 153% on average in the first quarter, up from 136% in Q4 2018.

UBS reported HQLA of $186 billion, a 8% increase quarter-on-quarter, driven by higher cash balances.

A reduction in the size of the bank’s projected net cash outflows, down 4%

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