LCR surges at UBS as HQLA billows higher

Ratio of liquid assets to stressed cash outflows hits 154%

UBS’s liquidity coverage ratio jumped 17 percentage points in the first quarter, as the bank stoked its high-quality liquid assets.

The Swiss lender’s LCR – calculated by dividing its stock of HQLA by estimated net cash outflows in a period of stress – hit 153% on average in the first quarter, up from 136% in Q4 2018.

UBS reported HQLA of $186 billion, a 8% increase quarter-on-quarter, driven by higher cash balances.

A reduction in the size of the bank’s projected net cash outflows, down 4%

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here