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 an adverse 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 geopolitical and macroeconomic conditions .
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 and over different 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 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 liquidity stress metrics 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 100% ( 100 % ) , effective january 2017 .
pursuant to the federal reserve board 2019s final rule regarding lcr disclosures , effective april 1 , 2017 , citi began to disclose lcr in the prescribed format .
the table below sets forth the components of citi 2019s lcr calculation and hqla in excess of net outflows for the periods indicated : in billions of dollars dec .
31 , sept .
30 , dec .
31 .

in billions of dollars
dec . 31 2017
sept . 30 2017
dec . 31 2016
hqla
$ 446.4
$ 448.6
$ 403.7
net outflows
364.3
365.1
332.5
lcr
123% ( 123 % )
123% ( 123 % )
121% ( 121 % )
hqla in excess of net outflows
$ 82.1
$ 83.5
$ 71.3

note : amounts set forth in the table above are presented on an average basis .
as set forth in the table above , citi 2019s lcr increased year- over-year , as the increase in the hqla ( as discussed above ) more than offset an increase in modeled net outflows .
the increase in modeled net outflows was primarily driven by changes in assumptions , including changes in methodology to better align citi 2019s outflow assumptions with those embedded in its resolution planning .
sequentially , citi 2019s lcr remained unchanged .
long-term liquidity measurement : net stable funding ratio ( nsfr ) in 2016 , the federal reserve board , the fdic and the occ issued a proposed rule to implement the basel iii nsfr requirement .
the u.s.-proposed nsfr is largely consistent with the basel committee 2019s final nsfr rules .
in general , the nsfr assesses the availability of a bank 2019s stable funding against a required level .
a bank 2019s available stable funding would include portions of equity , deposits and long-term debt , while its required stable funding would be based on the liquidity characteristics of its assets , derivatives and commitments .
prescribed factors would be required to be applied to the various categories of asset and liabilities classes .
the ratio of available stable funding to required stable funding would be required to be greater than 100% ( 100 % ) .
while citi believes that it is compliant with the proposed u.s .
nsfr rules as of december 31 , 2017 , it will need to evaluate a final version of the rules , which are expected to be released during 2018 .
citi expects that the nsfr final rules implementation period will be communicated along with the final version of the rules. .

Question: what was the percentage increase of the hqla in excess of net outflows 2016 to 2017
Answer: 15.1%

Question: what was the percentage increase in the net outflows from 2016 to 2017
Answer: 9.6%