Liquidity coverage at Nomura improves in Q2
HQLA buffer shrinks for third consecutive quarter
Nomura’s liquidity coverage ratio (LCR) rose by six percentage points in Q2, as estimated cash outflows dropped faster than high-quality liquid assets (HQLAs).
The Japanese lender’s LCR – found by dividing HQLA by projected net cash outflows over a 30-day stress period – climbed to a daily average of 194.4% in the three months to end-September, up from 188.4% the prior quarter, and from 191.1%
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