UBS's LCR drops 5% on higher funding consumption

UBS’s liquidity coverage ratio fell eight percentage points in the second quarter of the year, as the bank reallocated some of its high-quality liquid assets from the corporate centre unit to its business divisions. 

The Swiss lender’s LCR – calculated by dividing its stock of HQLA by estimated net cash outflows in a period of stress – dropped to 145% on average in Q2 2019, down from 153% in Q1. 

UBS reported HQLA of $176 billion, a 5% decrease quarter-on-quarter, driven by lower cash

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 individual account here: