Barclays, unlike UK peers, saw its LCR surge in Q3
High-quality liquid assets surged 9% quarter on quarter
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
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