Liquidity coverage ratio (LCR)
At US G-Sibs, swap payments make up $178bn of LCR outflows
All bar one G-Sib see net derivatives cash outflows increase year-on-year
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
PNC drains Fed account for buying spree
Future cut to LCR could lead to further withdrawals
EBA data reveals disparities in LCR deposit-bucketing
Regulatory arbitrage concerns surface over classification of non-operational deposits
Fed turns up heat on dollar repo dodge
New liquidity rules for foreign banks’ US branches may be hard to stop, but can be softened
UK banks shun short-term funding
Flighty sources of cash make up less than 4% of UK bank balance sheets
Pre-2019 ABS ‘very unlikely’ to stay in EU liquidity buffers
Issuers will struggle to adapt old deals to new STS rules, forcing banks to reshuffle HQLAs
BoE to step up scrutiny of daily liquidity risks
Regulator wants more data on cashflow mismatches, but no plans for Pillar 2 charge yet
US banks’ liquidity buffers thinnest among G-Sibs
Mean LCR of US banks hits 122.5% in Q1
US G-Sibs curb reliance on unsecured debt
Citi cuts outflows related to issued securities 68% year-on-year
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
A Chinese megabank and its CRO in the US
Frank Morisano has put together a risk team, his unit funds itself, and he’s banned cloud technology
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
Foreign bank IHCs run more funding risk than US peers
More than 80% of foreign banks' short-term borrowings mature within 30 days
Data gap leaves six foreign banks in US regulatory limbo
New Fed FBO proposal relies on an indicator that banks have not yet been reporting
Fed proposal likely to relax rules for foreign banks
Few FBOs will face toughest level of regulation, according to Fed estimates
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
Basel members make progress on regulatory alignment
Of the 98 flaws in national implementations of Basel III identified, most have been addressed by competent authorities