High-quality liquid assets (HQLAs)
Morgan Stanley’s LCR suffers in Q3 on rise in cash outflows
Projected secured wholesale funding outflows surge $10.3 billion
UK bank LCRs fall again in Q3, led by StanChart
Buildup of net cash outflow amounts erode liquidity coverage ratios
Liquidity coverage at Nomura improves in Q2
HQLA buffer shrinks for third consecutive quarter
Cash burn drives UBS’s LCR lower in Q3
Swiss bank’s HQLA at lowest level since public disclosure began
US Bancorp could trim liquidity buffer by $15bn
Relaxation of liquidity coverage ratio for mid-sized banks would reduce HQLA requirement
Buy-to-hold inventories empty at US banks
Mid-sized lenders have trimmed held-to-maturity portfolios the most
ECB exposes LCR window-dressing
Banks use collateral swaps and term deposits to improve key liquidity ratios
Funding risk of global banks varies
Basel study shows European banks have seen net cash outflows increase just 7.7% in four years
Among G-Sibs, Japanese and US banks see LCRs improve most
US systemic banks’ liquidity coverage still lags behind other G-Sibs
Liquidity coverage of eurozone G-Sibs diverge in first half of 2019
BNP Paribas sees LCR drop 11.6 percentage points in H1 while Deutsche Bank’s climbs 7.3 percentage points
Mid-sized US banks’ LCRs vary
Average ratio of 15 non-systemic lenders was 135% at end-June
UK bank LCRs drifted lower in Q2
HSBC saw group-level LCR decline as it reorganised its capital stack
In liquidity buffer shake-up, Deutsche shuns cash
Central bank balances fall as share of liquidity buffer to 64% in Q2
Liquidity coverage at US G-Sibs worsens in Q2
HQLA rose $18bn while projected net cash outflows jumped $29bn
Restructure boosts SocGen’s capital and liquidity ratios
CET ratio hits 12%; LCR 134%
UBS's LCR drops 5% on higher funding consumption
The bank reported HQLA of $176 billion, down from $186 billion in Q1
EBA data reveals disparities in LCR deposit-bucketing
Regulatory arbitrage concerns surface over classification of non-operational deposits
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
At systemic US banks, HQLA falls $35bn in Q1
LCRs drop at JP Morgan, Citi and BofA Securities
At HSBC, LCR deteriorates as HQLA drops $32bn
Total HQLA stood at $535.4 billion, a 6% reduction quarter-on-quarter
LCR surges at UBS as HQLA billows higher
Ratio of liquid assets to stressed cash outflows hits 154%
Foreign banks stockpile HQLA in US branches
Median FBO has 48% of total HQLA in branches, but only 31% of total assets
Foreign banks eye HQLA savings in US
Liquid asset minimum requirements could drop by $14.9 billion at TD Bank alone