US bank liquidity ratios eroded in Q1
Net cash outflows and HQLA spike to record levels
Liquidity risks edged up at most of the top US banks in the first quarter, as a rise in projected cash outflows outpaced a build up of liquid assets.
The ratio of aggregate high-quality liquid assets (HQLA) to net cash outflows across the eight global systemically important US banks (G-Sibs) dipped to 117% at end-March, its lowest level since disclosure began in early 2017.
Net cash outflows, the denominator of the liquidity coverage ratio (LCR), leapt 3% to over $2.06 trillion, beating the
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