liquidity monitoring and measurement stress testing liquidity stress testing is performed for each of citi 2019s major entities , operating subsidiaries and/or countries .stress testing and scenario analyses are intended to quantify the potential impact of a liquidity event on the balance sheet and liquidity position , and to identify viable funding alternatives that can be utilized .these scenarios include assumptions about significant changes in key funding sources , market triggers ( such as credit ratings ) , potential uses of funding and political and economic conditions in certain countries .these conditions include expected and stressed market conditions as well as company- specific events .liquidity stress tests are conducted to ascertain potential mismatches between liquidity sources and uses over a variety of time horizons ( overnight , one week , two weeks , one month , three months , one year ) and over a variety of stressed conditions .liquidity limits are set accordingly .to monitor the liquidity of an entity , these stress tests and potential mismatches are calculated with varying frequencies , with several tests performed daily .given the range of potential stresses , citi maintains a series of contingency funding plans on a consolidated basis and for individual entities .these plans specify a wide range of readily available actions for a variety of adverse market conditions or idiosyncratic stresses .short-term liquidity measurement : liquidity coverage ratio ( lcr ) in addition to internal measures that citi has developed for a 30-day stress scenario , citi also monitors its liquidity by reference to the lcr , as calculated pursuant to the u.s .lcr rules .generally , the lcr is designed to ensure that banks maintain an adequate level of hqla to meet liquidity needs under an acute 30-day stress scenario .the lcr is calculated by dividing hqla by estimated net outflows over a stressed 30-day period , with the net outflows determined by applying prescribed outflow factors to various categories of liabilities , such as deposits , unsecured and secured wholesale borrowings , unused lending commitments and derivatives- related exposures , partially offset by inflows from assets maturing within 30 days .banks are required to calculate an add-on to address potential maturity mismatches between contractual cash outflows and inflows within the 30-day period in determining the total amount of net outflows .the minimum lcr requirement is 90% ( 90 % ) effective january 2016 , increasing to 100% ( 100 % ) in january 2017 .the table below sets forth the components of citi 2019s lcr calculation and hqla in excess of net outflows as of the periods indicated : in billions of dollars dec .31 , sept .30 , dec .31 .
[['in billions of dollars', 'dec . 31 2015', 'sept . 30 2015', 'dec . 31 2014'], ['hqla', '$ 378.5', '$ 398.9', '$ 412.6'], ['net outflows', '336.5', '355.6', '368.6'], ['lcr', '112% ( 112 % )', '112% ( 112 % )', '112% ( 112 % )'], ['hqla in excess of net outflows', '$ 42.0', '$ 43.3', '$ 44.0']]
as set forth in the table above , citi 2019s lcr was unchanged both year-over-year and quarter-over-quarter , as the reduction in citi 2019s hqla was offset by a reduction in net outflows , reflecting reductions in citi 2019s long-term debt and short-term borrowings .long-term liquidity measurement : net stable funding ratio ( nsfr ) for 12-month liquidity stress periods , citi uses several measures , including its internal long-term liquidity measure , based on a 12-month scenario assuming deterioration due to a combination of idiosyncratic and market stresses of moderate to high severity .it is broadly defined as the ratio of unencumbered liquidity resources to net stressed cumulative outflows over a 12-month period .in addition , in october 2014 , the basel committee on banking supervision ( basel committee ) issued final standards for the implementation of the basel iii nsfr , with full compliance required by january 1 , 2018 .similar to citi 2019s internal long-term liquidity measure , the nsfr is intended to measure the stability of a banking organization 2019s funding over a one-year time horizon .pursuant to the basel committee 2019s final standards , the nsfr is calculated by dividing the level of a bank 2019s available stable funding by its required stable funding .the ratio is required to be greater than 100% ( 100 % ) .under the basel committee standards , available stable funding primarily includes portions of equity , deposits and long-term debt , while required stable funding primarily includes the portion of long-term assets which are deemed illiquid .the u.s .banking agencies have not yet proposed the u.s .version of the nsfr , although a proposal is expected during 2016. .

Question: what was the percent of the change in the hqla in the q4 and q3 of 2015
Answer: -5.1%
Explanation: the hqla decreased by 5.1% in 2015 from q3 to q4