At systemic US banks, HQLA falls $35bn in Q1

Big US banks continued to shrink their stocks of high-quality liquid assets in the first three months of 2019.

The aggregate amount of HQLA reported by the eight global systemically important banks for Q1 2019 was $2.25 trillion, down 1.5% at end-2018 and 3% on the year-ago quarter. HQLA forms the numerator for the liquidity coverage ratio (LCR).

Level 2A HQLA, made up of government-sponsored entity debt and non-US sovereign bonds, fell $7.8 billion over the quarter. Level 1 HQLA, consisting

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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 individual account here