Commonwealth Bank’s LCR dips 13% as liquidity buffer shrinks

Commonwealth Bank’s liquidity coverage ratio (LCR) dropped sharply at the start of the year, after the lender shed easy-to-sell assets despite a surge in outflow liabilities.

The Australian bank’s stock of liquid assets – which comprise high-quality liquid assets (HQLAs), alternative liquid assets (ALAs) and securities with the Reserve Bank of New Zealand – shrank 6%, or A$11.8 billion ($9.1 billion), to A$171.4 billion in three months to end-March. In contrast, net cash outflows surged 7%, or

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 copy this content. Please contact [email protected] to find out more.

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: