Barclays cut liquidity buffer in Q4
Barclays’ liquidity coverage ratio (LCR) dropped 19 percentage points to 162% in the three months to end-December, as it offloaded surplus cash and sovereign paper.
The UK bank’s stock of high-quality liquid assets (HQLAs) – which form the LCR’s denominator – was 19% smaller at end-December than it was three months earlier, amounting to £258.2 billion ($360.9 billion). Net cash outflows, the ratio’s numerator, came in 10% lower, at £159.3 billion.
The majority of HQLA culled was in the form of
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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Risk Management
Eurex plans hedging contest in default auction revamp
New step in the default management process would enhance transparency in hedge provider selection
Receive this by email