High-quality liquid assets (HQLA)
US bank liquidity ratios eroded in Q1
Net cash outflows and HQLA spike to record levels
Deutsche Bank liquidity buffer shrinks €17bn
Clients’ clamour for cash forces bank to monetise liquidity pool
US banks still fret about cutting liquidity buffers
Fed instructions to banks to run down LCR undermined by governance rules, other liquidity metrics
Deutsche Bank cut liquidity buffer in 2019
Cash balance dropped €49 billion last year
Bankers say discount window is imperfect fix for UST woes
Further changes advocated to ensure Treasuries are used in US bank liquidity buffers
US G-Sibs urged to release surplus liquidity to fight virus sell-off
Top banks have about $378 billion of extra HQLA that could be released
Aggregate LCR of systemic US banks edged lower in 2019
Net cash outflows increased at a faster pace than HQLA last year
LCRs of UK banks diverged in 2019
StanChart’s dropped 14 percentage points last year
At US G-Sibs, 30-day funding still in vogue
Short-term funding is secured by higher-quality collateral than two years ago
Morgan Stanley’s LCR suffers in Q3 on rise in cash outflows
Projected secured wholesale funding outflows surge $10.3 billion
UK bank LCRs fall again in Q3, led by StanChart
Buildup of net cash outflow amounts erode liquidity coverage ratios
Liquidity coverage at Nomura improves in Q2
HQLA buffer shrinks for third consecutive quarter
Cash burn drives UBS’s LCR lower in Q3
Swiss bank’s HQLA at lowest level since public disclosure began
US Bancorp could trim liquidity buffer by $15bn
Relaxation of liquidity coverage ratio for mid-sized banks would reduce HQLA requirement
Buy-to-hold inventories empty at US banks
Mid-sized lenders have trimmed held-to-maturity portfolios the most
ECB exposes LCR window-dressing
Banks use collateral swaps and term deposits to improve key liquidity ratios
Funding risk of global banks varies
Basel study shows European banks have seen net cash outflows increase just 7.7% in four years
Among G-Sibs, Japanese and US banks see LCRs improve most
US systemic banks’ liquidity coverage still lags behind other G-Sibs
Liquidity coverage of eurozone G-Sibs diverge in first half of 2019
BNP Paribas sees LCR drop 11.6 percentage points in H1 while Deutsche Bank’s climbs 7.3 percentage points
Mid-sized US banks’ LCRs vary
Average ratio of 15 non-systemic lenders was 135% at end-June
UK bank LCRs drifted lower in Q2
HSBC saw group-level LCR decline as it reorganised its capital stack
In liquidity buffer shake-up, Deutsche shuns cash
Central bank balances fall as share of liquidity buffer to 64% in Q2
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%