This chapter is drawn from the Basel Committee on Banking Supervision's (BCBS) Basel III framework, Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools (January 2013 - Part 1, Liquidity Coverage Ratio), and the BCBS's Frequently Asked Questions on Basel III's January 2013 Liquidity Coverage Ratio framework (April 2014). Practices, Structure and Share Data for the U.S. Offices of Foreign Note: Liquid assets are defined as cash and cash equivalents. (MSF) and (ii) Facility to Avail Liquidity for Liquidity Coverage Ratio (FALLCR) [15 per cent of the bank's NDTL with effect from April 1, 2020]. The findings suggest that the two liquidity requirements are complementary and constrain different . Three levels of assets are defined as high-quality assets. The required funding is based on the composition of the assets on the banks balance sheet. Modified LCR banks are all bank holding companies with assets between $50 and $250 billion. As with any new regulation, the LCR may have unintended consequences, potentially creating . Moreover, to the extent that nonbanks financials lend to riskier borrowers that are more likely to default in a downturn, the higher credit risk of nonbanks' loan portfolios would be transferred to banks when those nonbanks draw their credit lines.15. The LCR and NSFR should be higher than a 100% at all times. Responsible for managing the liquidity risk of the bank and its subsidiaries by maintaining compliance with liquidity risk appetite. 92 jobs. Source: FR Y-9C. Additional outflow requirements, of which: Outflow related to derivative exposures and other collateral requirements, Outflow related to credit and liquidity facilities including unconsolidated, structured transactions and mortgage commitments, Other contractual funding obligation outflow, Other contingent funding obligations outflow, Secured lending and asset exchange cash inflow, TOTAL NET CASH OUTFLOW AMOUNT EXCLUDING THE MATURITY MISMATCH. This ratio demonstrates the amount of reserves available to meet withdrawals in demand deposit accounts. The liquidity coverage ratio formula is: liquidity\ coverage\ ratio=\frac {HQLA} {Total\ Net\ Cash\ Flows} liquidity coverage ratio = T otal N et C ash FlowsH QLA. If, however, the reserve requirements are in excess of the required amount to weather a financial crisis, then the bank incurs an opportunity cost by not putting that money to work as loans. Liquidity facilities are contractually designed to serve primarily as a liquidity management tool, such as to back-up issuances of commercial paper or other market debt. When used in this report, "the Corporation" may refer to Bank of America Corporation individually, Bank of America Corporation and its subsidiaries or certain of Bank of America Corporation's subsidiaries or affiliates. . The liquidity coverage ratio was seen as a solution to prevent future recurrences of similar scenarios. Off-balance sheet positions such as undrawn committed credit lines enter the net outflow in the denominator of the ratio as an outflow rate times the undrawn amount on the credit lines. marketable securities).. In panel B, the coefficient estimate is statistically significant at 0.34 and the R-squared is 15 percent. It is also complementary to the LCR (Liquidity Coverage Ratio) rules, which focus on short-term liquidity risks. The investors can take advantage of this ratio to decide upon the investment to be made in the banks or not. Standard LCR banks are those with total assets exceeding $250 billion and modified LCR are banks with total assets between $50 and $250 billion. These highly leveraged and risky borrowers obtained credit from nonbanks who in turn funded their operations through bank loans. At $4 trillion in committed amounts of which over $2 trillion in the form of undrawn credit lines, lending to the nonfinancial corporate sector still forms the bulk of bank corporate lending. Services, Sponsorship for Priority Telecommunication Services, Supervision & Oversight of Financial Market The Liquidity Coverage Ratio (LCR) is a quantitative requirement which seeks to ensure that banking institutions hold sufficient high-quality liquid assets (HQLA) to withstand an acute liquidity stress scenario over a 30-day horizon 3: 51536. Liquidity Coverage Ratio 1 of 45 Issued on: 25 August 2016 PART A OVERVIEW 1 Introduction 1.1. Therefore, all else equal, the supply of credit lines to nonbanks would have been expected to decrease after the introduction of the LCR. As part of that legislation, Fed oversight had increased on banks holding between $100 billion and $250 billion in assets. We maintain and monitor concentrations within our funding profile, such as maturities, currencies and counterparties, and access foreign exchange markets to supplement local currency holdings to meet outflows. Pillar 2 outlines supervisory monitoring and review standards. Liquidity Coverage Ratio 30th June 2022. Board of Governors of the Federal Reserve System, 20th Street and Constitution Avenue N.W., Washington, DC 20551, Last Update: If the bank fails to meet its reserve requirements, then it will have to pay premium rates to access the Feds lending window. All in all, the evidence in figures 3, 4, and 5 supports the conclusion that the LCR was a binding constraint for banks. Social Science Research Network, 2015(11), 1-37. In such instances, incorporation into this report is made by reference to the relevant s ection(s) of the most recent Form 10-K filed with the Securities and Exchange Commission of the United States. FY 2022. The financial system performs a set of stable functions such as intermediation of funds from savers to borrowers, pooling and diversification of risks, and liquidity and maturity transformation that supports provision of liquidity to households and businesses. The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market. The liquidity coverage ratio applies to all financial institutions with more than $250 billion in total assets or more than $10 billion in on-balance sheet foreign exposure. All Scheduled Commercial Banks. 6 (a) assigned a 0% risk weight under the Basel II standardized approach for credit Published by . Basel II Disclosures. The LCR became a minimum requirement for BCBS member countries on 1 January 2015, with the requirement set at 60% and rising by 10 percentage points annually to reach 100% on 1 January 2019 to avoid disruption to the orderly strengthening of banking systems or ongoing financing of economic activity. Merton, Robert C. "A Functional Perspective of Financial Intermediation." Pillar 1 addresses capital and liquidity adequacy and provides minimum requirements. Savings Liquidity Ratio. Infrastructures, Payments System Policy Advisory Committee, Finance and Economics Discussion Series (FEDS), International Finance Discussion Papers (IFDP), Estimated Dynamic Optimization (EDO) Model, Aggregate Reserves of Depository Institutions and the where the bank's liquidity risk is being taken. For LCR banks, we estimate that True is a Certified Educator in Personal Finance (CEPF), author of The Handy Financial Ratios Guide, a member of the Society for Advancing Business Editing and Writing, contributes to his financial education site, Finance Strategists, and has spoken to various financial communities such as the CFA Institute, as well as university students like his Alma mater, Biola University, where he received a bachelor of science in business and data analytics. There are a few banking sector ratios that can be computed to analyse the liquidity of the bank while analyzing banking stocks. Registration with the SEC does not imply a certain level of skill or training. All news aboutBANK OF AMERICA CORPORATION. Expected cash outflows are the outflows in a stress scenario. Basel III Framework on Liquidity Standards - Liquidity Coverage Ratio (LCR) . "The Liquidity Coverage Ratio and Coporate Liquidity Management," FEDS Notes. Millions of U.S. on september 3, 2014, the office of the comptroller of the currency (occ), the board of governors of the federal reserve system, and the federal deposit insurance corporation issued a final rule that implements a quantitative liquidity requirement consistent with the liquidity coverage ratio (lcr) standard established by the basel committee on FY 2021. If the cash ratio equals 1.0x, the company has exactly enough cash and cash equivalents to pay off short-term . The shaded bars indicate periods of business recession as defined by the National Bureau of Economic Research: March 2001November 2001, and December 2007June 2009. True Tamplin is a published author, public speaker, CEO of UpDigital, and founder of Finance Strategists. Liquidity measures the short-term ability of the bank to operate and function. Credit facilities are used for general corporate purposes such as funding working capital or investment expenditures. The purpose of this regulation is the definition of the criteria and rules for the calculation of the liquidity coverage ratio and of the minimum level of this ratio. In contrast, banks that are not subject to the LCR have been running down their liquid assets through most of the post-crisis period. For additional information, refer to Liquidity Risk - Global Liquidity Sources and Other Unencumbered Assets within the MD&A section in the September 30, 2021 Form 10-Q, We fund our assets primarilywith a mix ofdeposits and secured and unsecured liabilitiesthrough a centralized,globallycoordinated funding approach diversified across products, programs, markets, currencies and investors. APRA requires banks to hold a minimum level of liquid assets (assets that can be easily and quickly converted to cash) against possible liquidity risk. Federal Reserve Bank of Cleveland, or at the Federal Home Loan Bank of Cincinnati. Non-LCR banks are banks with total assets below $50 billion. Bank of America's quick ratio for fiscal years ending December 2017 to 2021 averaged 0.3x. Total eligible high-quality liquid assets (HQLA), of which: Deposit outflow from retail customers and counterparties, of which: Unsecured wholesale funding outflow, of which: Secured wholesale funding and asset exchange outflow. Prior to the 2007-2008 financial crisis, bank regulation did not have explicit quantitative liquidity requirements on banks.8 In December 2010, Basel III introduced such a requirement in the form of the LCR, and U.S. regulators proposed a U.S. version of the LCR in 2013 that was finalized in 2014. Liquidity disclosures. National Bureau of Economic Research. A liquidity ratio has to do with the amount of cash and cash assets that a banking institution has on hand for conversion. As a result of the conversion, more than $1 trillion in assets under management in prime funds that could hold financial commercial paper were transferred to government funds that only invest in treasuries and agency debt. Liquidity Coverage Ratio jobs. Using this information, we calculate the LCR. A Perspective from Federal Reserve Lending During the 2007-09 U.S. Financial Crisis. The formula to calculate LCR is: LCR = High Quality Asset Amount (HQLA)/Total Net Cash Flow Amount Where, HQLA = assets that can be easily converted to cash. report for March 31, 2022 Opens in a new window. The BIS provides tables that specify the ASF factors for different funding sources. The reductions in the share of liquid assets at nonbank financials were offset by increases in the reliance of those firms on bank credit lines. Pennacchi, G. (2006). Note: Eligible HQLA reported in rows 1-4 in the table above exclude excess liquidity held at certain subsidiaries. Of the ratios listed thus far, the cash ratio is the most conservative measure of liquidity. The figure shows the predicted value of a linear univariate regression of HQLA-to-assets ratio and the ratio of total credit lines to nonbank financials as percent of total assets. the nation with a safe, flexible, and stable monetary and financial Both measures were introduced under Basel III. Liquidity Coverage Ratio 30th September 2022. 30 of 1988, last amended by the Banking Act, No. . The shaded areas show the interquartile standard error bands. the liquidity coverage ratio applies to all banking institutions that have more than $250 billion in total consolidated assets or more than $10 billion in on-balance sheet foreign exposure. The LCR rule defines three categories of liquid assets that are eligible as HQLA. 16, 2018. How Have Banks Been Managing the Composition of High-Quality Liquid Assets? The net stable funding ratio (NSFR) equals. Journal of Monetary Economics, 53(1), 1-30. Additional amounts are primarily held in G7 currencies. A steep fall in the US housing market led to extreme financial stress in the US between mid-2007 and . These disclosures are required by the Liquidity Coverage Ratio: Public Disclosure Requirements Final Rule published by the Board of Governors of the Federal Reserve System in alignment with the Basel 3 liquidity framework and U.S. Liquidity coverage ratio: Reporting clarifications In July 2015, PRA Supervisory Statement 29/15 'CRD IV: interim LCR reporting'1 detailed the reporting arrangements the PRA expects firms to follow in the period between 1 October 2015 and the introduction of the new EU reporting templates in accordance with the amending implementing Liquidity Coverage Ratio Final Rule. In contrast, liquidity facilities to nonfinancial firms remained largely unchanged.14, Note: Total committed amounts of liquidity facilities to back-up commercial paper and corporate bond issuance by sector in billions of dollars. The BIS provides tables that specify the ASF factors for different funding sources. I am thankful to Bill Bassett, Jose Berrospide, Andrew Cohen, Galina Hale, Skander Van den Heuvel, Beth Klee, Mike Kiley, Cindy Vojtech, Teng Wang, and Filip Zikes for helpful discussions. Journal of Finance, 61(2), 867-892. Banks doubled their holdings of liquid assets from around 8 percent to more than 16 percent of total assets over this period. Liquidity Coverage Ratio Disclosure. It is a ratio that clearly predicts the financial condition of the banks and also its credit worthiness. We discussed two important measures of liquidity that banks need to monitor. CENTRALIZED LIQUIDITY MANAGEMENT FUNCTION. A major fault line that the financial crisis of 2008 exposed in banking sectors worldwide was the improper monitoring of the liquidity risk. Key Person Dealing Policy Annual Reports Interim and Annual Financials Financial Ads Regulatory Disclosure Regulatory Disclosure (Basel & Pillar III) Liquidity Disclosures Shareholder's Information Quarterly Investors' Conference. Bank of America is one of the world's largest financial institutions, serving individual consumers, small- and middle-market businesses, institutional investors, large corporations and governments with a full range of banking, investing, asset management and other financial and risk management products and services. Acknowledgements: I am grateful to Kevin Kiernan and Noah Leatham for excellent research assistance. Such behavior resulted in losses at banks and insurance companies and investors began withdrawing their funds from these institutions. Compare BAC With Other Stocks From: To: Zoom: 1,400 1,500 1,600 1,700 1,800 1,900 2,000 Current Assets 1,000 1,500 2,000 2,500 Current Liabilities Any corporate firm is exposed to the potential problems of securing financing when spot debt and equity markets are in turmoil. From a financial stability perspective, those post-crisis regulations have increased resilience. Coverage ratios are commonly used by creditors and lenders to determine the . Bank of America's quick ratio last quarter was 0.3x. The main drivers of the Corporation's U.S. LCR include changes in total HQLA and composition of Level 1 and Level 2 assets, as well as changes in net cash outflows related to, but not limited to, deposits, commitment facilities, securities financing and client brokerage and collateralized derivatives. Liquidity Coverage Ratio: Frequently Asked Questions Printable Format: FIL-53-2017 - PDF (). The shaded area spans the 2008-2009 recession based on NBER dates. 24, no. Liquidity Coverage Ratio 127.5% (3) HQLA figures exclude excess eligible HQLA held by the Company's U.S. Bank Subsidiary that are disregarded for Period: January 1, 2021 to March 31, 2021 . Liquidity Coverage Ratio is the financial shield that protects a bank from an impending bankruptcy. INTERNAL Contents: 1. Liquidity Coverage Ratio (LCR) refers to the amount of liquid assets banks are required to keep as coverage in order to have sufficient reserves on hand in the event of a financial crisis. A higher ratio indicates a greater ability of the company to meet its financial obligations while a lower ratio indicates a lesser ability. Thesis: Bank of America . Liquidity Coverage Ratio (LCR) for reporting entities operating in the Nigerian Banking Industry. It is interesting to note that a similar substitution did not occur for the nonfinancial sector implying that nonfinancial firms faced different trade-offs when managing their liquidity risks. Bank of America - Pillar 3 U.S. Review of Monetary Policy Strategy, Tools, and There are at least two potential factors behind the increasing reliance on credit lines by nonbanks. Our principal executive offices are located in the Bank of America Corporate Center, 100 North Tryon Street, Charlotte, North Carolina 28255. Banks, New Security Issues, State and Local Governments, Senior Credit Officer Opinion Survey on Dealer Financing Finally, on January 1, 2017, the LCR requirement was fully phased in. It gives banks incentives to hold more liquid assets and to limit their reliance on very-short-term funding. For the purposes of calculating a liquidity ratio, a bank would consider only those assets that could be sold off and increase the cash on hand within a specified period of time. Under Basel III, it applies to banks with over US $250bn in consolidated assets. Under U.S. LCR rules, HQLA is classified into three categories: Level 1, Level 2A and Level 2B. Return to text, 4. Liquidity Ratio. The requirement has been phased-in gradually since 2015. Asia Week Ahead: Downbeat Data from China, Japan, Rate Hikes in Taiwan, Tech Down Ahead of Consumer-Price Data -- Tech Roundup, Jana ratchets up pressure on Freshpet, recruits Schmidt to campaign, BofA Names Jim Morehead President of Seattle, U.S. equity funds register biggest weekly outflow in about 1-1/2 years, Liquidity Risk - Global Liquidity Sources and Other Unencumbered Assets, Liquidity Risk - Diversified Funding Sources, Liquidity Risk - Funding and Liquidity Risk Management. They are not intended to provide comprehensive tax advice or financial planning with respect to every aspect of a client's financial situation and do not incorporate specific investments that clients hold elsewhere. When a firm is unable to roll over its debt, it may need to seek more expensive sources of financing, postpone investments, or even liquidate its assets at firesale prices that could lead to significant losses or insolvency. The liquidity coverage ratio (LCR) is a minimum liquidity standard introduced by Basel III to ensure that banks maintain adequate levels of liquidity. Liquidity at a bank is a measure of its ability to readily find the cash it may need to meet demands upon it. The standard LCR banks nearly doubled their liquid assets between January 2010 and January 2015 to 20 percent, which is more than 5 times the corresponding ratio in 2006. We enter into derivative transactions with customers to help them manage different types of risk, including risks that they may face given changes in interest rates, currency relationships, securities prices or commodities prices. Reporting Date. Commercial Banks, Senior Loan Officer Opinion Survey on Bank Lending Assets: Liquidity and Credit Facilities: Net Portfolio Holdings of MS Facilities LLC (Main Street Lending Program): Wednesday Level in Federal Reserve District 8: St. Louis. See Ihrig, Kim, Kumbhat, Vojtech, & Weinbach, 2017 for more details on the changing composition of HQLA since the beginning of the LCR implementation Return to text, 11. Learn More. Federal Reserve Bank of New York Staff Reports, no. The LCR is calculated by dividing a financial institutions most liquid assets by its cash outflows over a 30-day period. The NSFR aims to create incentives for banks to use more stable funding such as insured retail deposits and equity, and to reduce reliance on runnable short-term wholesale funding. Download the Excel file: LCR template, Present Value of Growth Opportunities (PVGO), ) is a minimum liquidity standard introduced by Basel III to ensure that banks maintain adequate levels of liquidity. 6. Expected cash outflows are the outflows in a stress scenario. Bank of America Corporation. APRA requires larger, more complex banks to . Net cash flow = the financial institutions estimated cash flow during a 30-day stress period. 1 The amounts reported in this column may not equal the calculation of those amounts using component amounts reported in rows 1-28 due to technical factors such as the application of the level 2 liquid asset caps, the total inflow cap, and for depository institution holding companies subject to subpart G, the application of the modification to total net cash outflows . In contrast, smaller banks not subject to the LCR have decreased liquid asset holdings in the post-crisis period even though they also have been increasing their exposure to nonbank financial firms. Return to text, 10. Kashyap, Rajan, and Stein (1999) show theoretically and empirically that demandable bank deposits and credit line provision to firms are synergetic bank activities that exploit the economies of scale of the use of bank liquid assets. Nonbanks filled in for banks but in turn obtained bank credit lines to partly finance this credit provision.6 The second factor is related to the increasing use of credit lines as a liquidity management tool by nonbanks which coincides with an overall shift of liquidity in these two sectors. This note has documented that in parallel with these shifts in liquidity positions of banks, publicly traded nonbank financial firms decreased their liquid asset holdings and increased their reliance on bank credit lines. Although the functions of the financial system remain stable over time, financial innovation and new regulation change the set of financial institutions and markets that can perform those functions at the lowest cost. Large banks subject to the LCR increased dramatically their holdings of high-quality liquid assets to match their liquidity risks including those that stem from providing credit lines to the business sector. Although all bank groups have increased their credit line exposures to nonbanks, the bulk of the undrawn credit lines is concentrated at the largest banks subject to the standard LCR (Figure 1B). of Jamaica ("the Bank") intends to introduce the LCR by 30 September 2019 as part of The liquidity coverage ratio (LCR) component of Basel III introduces new international standards for regulating and evaluating banks' liquidity. The EV/EBITDA NTM ratio of Bank of America Corp. is significantly lower than its historical 5-year average: 3.3. needs to be determined per funding sources. Banks responded to the 100 percent outflow assumption on liquidity facilities to nonbank financial firms by reducing the supply of such facilities or by converting those facilities to credit facilities, which receive the lower outflow rate. Journal of Political Economy, 106(1), 1-40. Journal of Financial Economics 107, no. Trends in liquidity management at nonbanks Carlson, Duygan-Bump, and Nelson, (2015) for an overview of the liquidity support the government provided to banks and nonbank financial institutions during the 2007-09 financial crisis. speedgaming live 2022 Uncategorized bank of america liquidity coverage ratio. Kashyap, A., Rajan, R., & Stein, J. Critics of LCRs point to two major flaws with the concept. (1998). Too high a ratio may indicate large cash reserves and an inefficient allocation towards earning assets. Further evidence for the effect of the opportunity cost of holding liquid assets is in Figure (5). Bank Liquidity Unlocking the Liquidity Coverage Ratio Bill Nelson June 7, 2017 The liquidity coverage ratio (LCR) requires certain banks and bank holding companies to hold high quality liquid assets (HQLA) sufficient to meet projected 30-day liquidity needs in a situation of severe idiosyncratic and systemic stress. CARBON COLLECTIVE INVESTING, LLC - Investment Adviser Firm, They have $250 billion or more in total consolidated assets, Securities issued or guaranteed by the US government or other sovereign entities, Securities issued by certain multilateral development bank or sovereign entities, Securities issued by US government sponsored enterprises. Day's Range: 32.18 - 32.99 Bank of America 32.44 -0.30 -0.92% General Chart News & Analysis Financials Technical Forum Financial Summary Income Statement Balance Sheet Cash Flow Ratios. On September 3, 2014, the Office of the Comptroller of the Currency (OCC), the Board of Governors of the Federal Reserve System, and the Federal Deposit Insurance Corporation issued a final rule that implements a quantitative liquidity requirement consistent with the liquidity coverage ratio (LCR) standard established by the Basel Committee on Banking Supervision (BCBS). Return to text, 13. Internationally active banks require the Liquidity Coverage Ratio to hold a stock of HQLA which is at least as large as its expected total net cash . 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} .wp-block-toolset-blocks-grid-column.tb-grid-column[data-toolset-blocks-grid-column="3034fbe886c11054e95b46b09d3e4112"] { display: flex; } .tb-grid,.tb-grid>.block-editor-inner-blocks>.block-editor-block-list__layout{display:grid;grid-row-gap:25px;grid-column-gap:25px}.tb-grid-item{background:#d38a03;padding:30px}.tb-grid-column{flex-wrap:wrap}.tb-grid-column>*{width:100%}.tb-grid-column.tb-grid-align-top{width:100%;display:flex;align-content:flex-start}.tb-grid-column.tb-grid-align-center{width:100%;display:flex;align-content:center}.tb-grid-column.tb-grid-align-bottom{width:100%;display:flex;align-content:flex-end} } @media only screen and (max-width: 599px) { .tb-grid,.tb-grid>.block-editor-inner-blocks>.block-editor-block-list__layout{display:grid;grid-row-gap:25px;grid-column-gap:25px}.tb-grid-item{background:#d38a03;padding:30px}.tb-grid-column{flex-wrap:wrap}.tb-grid-column>*{width:100%}.tb-grid-column.tb-grid-align-top{width:100%;display:flex;align-content:flex-start}.tb-grid-column.tb-grid-align-center{width:100%;display:flex;align-content:center}.tb-grid-column.tb-grid-align-bottom{width:100%;display:flex;align-content:flex-end}.tb-image{position:relative;transition:transform 0.25s ease}.wp-block-image .tb-image.aligncenter{margin-left:auto;margin-right:auto}.tb-image img{max-width:100%;height:auto;width:auto;transition:transform 0.25s ease}.tb-image .tb-image-caption-fit-to-image{display:table}.tb-image .tb-image-caption-fit-to-image .tb-image-caption{display:table-caption;caption-side:bottom} .tb-image[data-toolset-blocks-image="936dbbdb743e9f8c140af17bc4e7a77a"] img { margin-right: 1em; } .tb-grid,.tb-grid>.block-editor-inner-blocks>.block-editor-block-list__layout{display:grid;grid-row-gap:25px;grid-column-gap:25px}.tb-grid-item{background:#d38a03;padding:30px}.tb-grid-column{flex-wrap:wrap}.tb-grid-column>*{width:100%}.tb-grid-column.tb-grid-align-top{width:100%;display:flex;align-content:flex-start}.tb-grid-column.tb-grid-align-center{width:100%;display:flex;align-content:center}.tb-grid-column.tb-grid-align-bottom{width:100%;display:flex;align-content:flex-end}.tb-grid,.tb-grid>.block-editor-inner-blocks>.block-editor-block-list__layout{display:grid;grid-row-gap:25px;grid-column-gap:25px}.tb-grid-item{background:#d38a03;padding:30px}.tb-grid-column{flex-wrap:wrap}.tb-grid-column>*{width:100%}.tb-grid-column.tb-grid-align-top{width:100%;display:flex;align-content:flex-start}.tb-grid-column.tb-grid-align-center{width:100%;display:flex;align-content:center}.tb-grid-column.tb-grid-align-bottom{width:100%;display:flex;align-content:flex-end} .wp-block-toolset-blocks-grid.tb-grid[data-toolset-blocks-grid="7a6d9a349db84e4063a8a60e8db2e6a8"] { grid-template-columns: minmax(0, 1fr);grid-auto-flow: row } .wp-block-toolset-blocks-grid.tb-grid[data-toolset-blocks-grid="7a6d9a349db84e4063a8a60e8db2e6a8"]  > .tb-grid-column:nth-of-type(1n+1) { grid-column: 1 } .wp-block-toolset-blocks-grid-column.tb-grid-column[data-toolset-blocks-grid-column="5a3296b3bb3691d8c29956e47e905aca"] { display: flex; 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