BNP Paribas’s LCR hit record high in 2020 in wake of deposit glut

BNP Paribas’s liquidity coverage ratio (LCR) surged eleven percentage points over the last three months of 2020 to 135%, its highest level on record, reflecting a late-year build-up of easy-to-sell assets to match ongoing deposit growth.

The bank’s rolling 12-month average of high-quality liquid assets (HQLA) –  which form the numerator of the LCR – hit €402.2 billion ($481.1 billion) at end-December, up 10% on end-September and 34% on a year prior. Net cash outflows, which make up the

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