High-quality liquid assets (HQLA)
Capital One’s purchase of Discover would triple its Treasury holdings
Record UST boost would propel combined company past six US lenders
HQLAs slide to multi-year lows at largest US regionals
Drops make US Bancorp, PNC and Truist ever more dependent on reduced LCR
Ping An’s LCR hovers above regulatory minimum after Q3 plunge
Lowest ratio in at least four years driven by plummeting HQLAs
Fed spares US Bancorp tighter liquidity straitjacket
Having committed to category II standards by end-2024, bank risked incurring LCR shortfall
Bankers warn money market rates could hit Fed’s QT plans
Shrinking Fed bond portfolio could squeeze bank liquidity, though money funds remain flush
Don’t count on repo to monetise liquidity books, say experts
QT could force banks to sell bonds during stress, underlining need for fair value accounting
UBS leapfrogs global peers following Credit Suisse takeover
Swiss lender reports big increases in RWAs, leverage exposures and other key metrics
US banks reshaped liquidity buffers in Q2
Truist, BofA and US Bancorp lead highly liquid assets pile-up
NatWest’s LCR dips 4% as liquidity buffers shrink
Drop in net cash outflows contributes to lowest ratio since 2018
Big US banks boost cash holdings by nearly 8% in Q1
Dash for cash props up HQLAs as AFS securities drop to six-year low
Bucking UK trend, StanChart’s LCR jumps in Q1
Sharp reduction in projected net cash outflows pushes liquidity ratio to highest point since 2017
FSB to examine social media role in bank runs
Isda AGM: upcoming report will trace flow of deposits out of failing banks; BoE warns of hidden leverage
Liquidity modellers clash on assuming central bank support
Experts disagree on whether internal stress tests should include emergency facilities
Why tougher liquidity rules may not reduce the risk of bank runs
EU regulator and industry experts say LCR reform is the wrong response to Credit Suisse and SVB
The Catch-22 of US banks’ liquidity buffers
US banks are using held-to-maturity bonds to underpin liquidity adequacy, grating against accounting guidance. What happens if they’re forced to sell?
SVB opens floodgates on liquidity buffers debate
European regulator says HQLAs should be booked at fair value, but not everyone agrees
HTM securities hit $2.5trn at US banks in 2022
BofA, First Foundation and Wells Fargo reported largest share of HTM to total securities behind SVB
Before collapse, Credit Suisse projected lowest cash outflows since 2018
Customers were expected to withdraw just $91bn in a 30-day stress period despite heavy outflows going into 2023
Credit Suisse cuts exposures by 22% to match run on deposits
Bank dipped into central bank reserves and other safe assets to honour surge of withdrawals in Q4
Alameda’s mystery bank stake reignites Fed deposit debate
Crypto challenger Custodia accuses regulator of unlevel playing field over master accounts
Japan banks’ LCRs pull back for 4th quarter in a row
Rise in net cash outflows remains sustained as HQLAs hit plateau