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SVB opens floodgates on liquidity buffers debate

European regulator says HQLAs should be booked at fair value, but not everyone agrees

Silicon valley bankEuropean banking authority ebaEuropean central bank ecbFederal reserveSilicon valley bankBnp paribasOffice of the comptroller currency occCapital requirementsInterest rate riskIfrs 9Generally accepted accounting principles gaapLiquidity coverage ratio lcrEld to maturity htmVailable for sale afsFair value accountingHigh quality liquid assets hqla

SVB deal catapults First Citizens closer to tighter rules

With assets more than doubling to $219bn, acquisitive bank flirts with Category III designation

Silicon valley bankFederal reserveFirst citizens bankFirst citizensFederal reserveFederal deposit insurance corporation fdicNited states usBanking regulationRegional banksLiquidity coverage ratio lcrSupplementary leverage ratio slrErgers amp acquisitionsm ampaBalance sheetRisk profileStress testingBank holding companies

Before collapse, Credit Suisse projected lowest cash outflows since 2017

Customers were expected to withdraw just $91bn in a 30-day stress period despite heavy outflows going into 2023

Credit suisseRisk quantumSwiss national bank snbHigh quality liquid assets hqlaLiquidity coverage ratio lcrIsk quantum

Credit Suisse s LCR down 20% in October as depositors flee

Sub-group liquidity requirements breached as chatter around bank’s solvency spurred cash outflows

Credit suisseHigh quality liquid assets hqlaLiquidity coverage ratio lcrEt stable funding ratio nsfrIsk quantum

European banks aggregate LCR dips as outflows rise

Net cash outflows outpaced HQLAs, but liquidity reserves remain plump

Risk quantumAbn amroBnp paribasCrédit agricoleCrédit mutuelDanske bankDeutsche bankNb bank groupDz bankErste groupGroupe bpceNg groupIntesa sanpaoloKbc groupLa banque postaleAndesbank baden württemberg lbbw

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