Barclays cut liquidity buffer in Q4

Barclays’ liquidity coverage ratio (LCR) dropped 19 percentage points to 162% in the three months to end-December, as it offloaded surplus cash and sovereign paper.

The UK bank’s stock of high-quality liquid assets (HQLAs) – which form the LCR’s denominator – was 19% smaller at end-December than it was three months earlier, amounting to £258.2 billion ($360.9 billion). Net cash outflows, the ratio’s numerator, came in 10% lower, at £159.3 billion.

The majority of HQLA culled was in the form of

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