Liquidity coverage ratio (LCR)
EU still undecided on how to implement minimum repo haircuts
Concerns over non-bank leverage may derail push to include haircuts in bank capital rules
BNP Paribas’s LCR hit record high in 2020 in wake of deposit glut
HQLA jumped 10% in Q4
Foreign branches in US fear extension of liquidity rules
Democrat administration could revive plans to impose LCR, NSFR on branches and agencies
Too much of a good thing? Banks mull over excess deposits
Surge in non-operating deposits leaves banks with a severe hangover
UK banks added £140bn to HQLA in 2020
Barclays saw its LCR improve the most over the course of 2020
Top US banks saw liquid assets grow over $500bn in 2020
JP Morgan saw HQLAs increase 28% year on year
Barclays cut liquidity buffer in Q4
High-quality liquid assets fall 19% quarter on quarter
Final NSFR rule unlocks subsidiary funding for US banks
Technical clarification allows subsidiary capital to be assigned as funding for consolidated group
Banks worldwide have built up liquidity buffers post-Covid
Lenders in Japan have the highest LCRs of global banks surveyed
Post-Covid crisis, EU banks have thin dollar liquidity buffers
Dollar LCRs declined between March and June
Credit Suisse, UBS slowed accrual of liquid assets in Q3
Credit Suisse’s LCR drops six percentage points quarter-on-quarter
Liquidity buffers thinned at Morgan Stanley, Goldman in Q3
Build-up of HQLA slows over the third quarter after post-Covid surge
Barclays, unlike UK peers, saw its LCR surge in Q3
High-quality liquid assets surged 9% quarter on quarter
One-third of EU banks used TLTROs to hit supervisory targets
Twenty-three per cent said future TLTROs would improve their ability to fulfil regulatory or supervisory requirements
Deutsche’s cash buffer ballooned in Q3
The bank had borrowed €34 billion through the ECB’s TLTRO III as of September
BNY Mellon, State Street reshape liquidity buffers
HQLA falls as share of custody banks’ investment portfolios
Deposits grow share of US G-Sibs’ short-term funding
Unsecured funding from within the financial sector also edged higher
LCRs of big EU banks rebound faster than smaller rivals in Q2
G-Sibs bolster ratios 19 percentage points in three months to end-June
European banks’ liquidity ratios improved over H1
Average ratio across 23 lenders climbed to 151%
Swiss banks plumped liquidity buffers in Q2
Credit Suisse’s HQLA increases 26% quarter-on-quarter
Deposit flows shape systemic US banks’ liquidity risk
Non-operational deposits accounted for over 25% of cash outflows in Q2
Systemic US banks’ liquidity ratios rebounded in Q2
Aggregate liquid assets increased 15% quarter on quarter
Inside the Fed’s secret liquidity stress tests
Lobbyists and Quarles train sights on horizontal exams that can shape bank risk appetite
ECB’s Enria unsure banks will dip into capital buffers
Anxiety over investor and rating agency reaction may limit banks’ use of Covid relief measures