Barclays, unlike UK peers, saw its LCR surge in Q3

Barclays saw its liquidity coverage ratio (LCR) surge 10 percentage points over the third quarter, in stark contrast to its UK peers. 

The bank’s rolling 12-month average LCR as of end-September climbed to 166% from 156% three months prior.

This was the result of a sharp increase in high-quality liquid assets (HQLA), which form the numerator of the ratio, stocks of which climbed £20.7 billion (+9%) over the quarter. In contrast, net cash outflows – which make up the LCR denominator – increased

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: