High-quality liquid assets (HQLAs)
European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
Fed repo facility may fix SOFR’s image problem
‘Overnight standing repo facility’ could stop year-end rate spikes, and extend Fed’s reach
Enria takes aim at eurozone banks’ sovereign exposures
New ECB supervision chair floats Pillar 2 concentration charge, criticises use of IFRS 9
Four Greek banks in breach of LCR
Alpha Bank, Eurobank Ergasias, National Bank of Greece and Piraeus Bank short €22.5 billion of HQLA
Illiquid trading assets drop at big US banks in Q4 2018
Non-HQLA securities fell $146 billion in aggregate
US banks improve funding mix in 2018
Cash outflows with high run-off rates reduce over the year
Liquid assets fall $56bn at US G-Sibs, clipping LCRs
Rate rises and Fed balance sheet policy may affect HQLA values
UK banks build liquidity buffers ahead of Brexit
Four high street lenders boost HQLA by 11% in 2018
CaixaBank awash with liquidity in 2018
Spanish lender's LCR rose 11 percentage points in the 12 months to December 2018
Danske drains excess liquidity, reducing LCR
Nordic bank cuts LCR to 121% at end-2018 from 171% the year prior
Japanese bank LCRs diverge in Q3
Median LCR falls to 135.6% at six large lenders
Morgan Stanley adds $57bn to liquidity pool
Diminished cash need in fourth quarter led to supersized reserve
Regulators rethink Volcker overhaul to solve accounting glitch
Bankers urge cancellation of new definition of prop trades that could capture liquidity buffers
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year
US banks bolster quality of short-term funding
Eight US G-Sibs increase share of total borrowings made up of well-collateralised repo
US G-Sibs cut $36bn of HQLA
Wells Fargo clears out $27 billion of HQLA in first nine months of 2017 alone
LCRs show US banks run more risk than European peers
The gap between the two averages has widened over the past three quarters to 250bp from 212bp
Societe Generale gobbles up liquid assets
French bank increases HQLA by €12 billion in third quarter
HQLA savings may hit $52bn for big three US regionals
US Bancorp could slash HQLAs by $24 billion if ratio is set at 70% for Category IIIs
Credit Suisse drains HQLA as business migration risk ebbs
Total HQLA fell Sfr13.5 billion to Sfr188 billion in Q3
US regionals may get $8bn capital break in Fed proposal
Under tailored framework, mid- and small banks would also get $77bn liquidity relief
US ‘transfer restrictions’ take a bite out of UBS’s LCR
Overseas subsidiaries are holding more HQLA to meet local liquidity requirements
State Street HQLA shift dampens investment yields
Allocations to agency mortgage-backed securities increase to 38.4% of portfolio total