US bank liquidity ratios eroded in Q1

Liquidity risks edged up at most of the top US banks in the first quarter, as a rise in projected cash outflows outpaced a build up of liquid assets.

The ratio of aggregate high-quality liquid assets (HQLA) to net cash outflows across the eight global systemically important US banks (G-Sibs) dipped to 117% at end-March, its lowest level since disclosure began in early 2017.

Net cash outflows, the denominator of the liquidity coverage ratio (LCR), leapt 3% to over $2.06 trillion, beating the

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