Liquidity coverage at Nomura improves in Q2
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% the same quarter a year ago.
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