Liquidity Reporting (LCR/NSFR)
Liquidity Coverage Ratio and Net Stable Funding Ratio, HQLA classification and funding concentration
Group LCR
142%
Group NSFR
118%
Total HQLA
£62.3B
Metrics Under Watch
2
| Metric | Entity | Value | Requirement | Trend | Status |
|---|---|---|---|---|---|
| LCR | Group Consolidated | 142% | 100% | +3pp | Healthy |
| NSFR | Group Consolidated | 118% | 100% | +1pp | Healthy |
| LCR | Meridian Bank UK plc | 131% | 100% | -4pp | Healthy |
| HQLA Level 1 | Group Consolidated | £58.2B | n/a | +£1.2B | Healthy |
| HQLA Level 2B | Group Consolidated | £4.1B | Cap 15% HQLA | reclassified | Watch |
| 30-Day Net Outflow | Group Consolidated | £41.0B | n/a | +£2.8B | Watch |
About This Agent
Data on This Page
LCR and NSFR by entity, HQLA stock by liquidity tier, and 30-day net cash outflow projections, each with the regulatory requirement, trend versus prior period, and a healthy/watch status. Stat tiles summarize group LCR (142%), NSFR (118%), total HQLA (£62.3B) and metrics currently under watch.
What This Agent Does
Classifies eligible assets into HQLA Level 1/2A/2B tiers with the correct haircuts, applies run-off and inflow rates to deposits, wholesale funding and committed facilities to project 30-day net outflows, and computes available/required stable funding for NSFR — flagging any tier breaching its 15%/40% composition caps.
Worked Examples
- £4.1B of Level 2B covered bonds were reclassified this week after a haircut schedule update, pushing the tier close to its 15% HQLA composition cap — flagged watch.
- 30-day net outflow rose £2.8B on higher projected wholesale funding maturities, trimming group LCR from 145% to 142% but still well above the 100% minimum.
- Meridian Bank UK plc's standalone LCR of 131% dipped 4pp after a large corporate deposit outflow, still comfortably within its internal risk appetite floor.