BNP Paribas’s LCR hit record high in 2020 in wake of deposit glut
HQLA jumped 10% in Q4
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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