As Fed eyes rule change, over 50% of US banks’ securities held as HTM

- By Joshua Walker
- 03 Oct 2024

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The 15 US banks subject to the liquidity coverage ratio (LCR) framework held a combined $1.77 trillion of securities classified as held-to-maturity (HTM) in the second quarter, representing 51.9% of their total securities portfolio.

On aggregate, the same banks reported $3.54 trillion in high-quality liquid assets (HQLAs) – the LCR’s numerator and the focus of a proposed rule change by the US Federal Reserve aimed at limiting the amount of HTM assets that are included in these liquidity buffers

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net