LCR, NSFR, HQLA? The technical reasons for why that FT article was off base

Following the publication of the FT’s article on November 30, “Regulators’ boost for securities lending has risky implications,” and our reply, “The FT suggests that collateral transformations amount to regulatory arbitrage,” readers provided some very constructive comments. One thing they asked about was a part of the analysis that we hadn’t fully wrapped up: what happens to LCR calculations in a collateral transformation?

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