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 100% ( 100 % ) , effective january 2017 . in december 2016 , the federal reserve board adopted final rules which require additional disclosures relating to the lcr of large financial institutions , including citi . among other things , the final rules require citi to disclose components of its average hqla , lcr and inflows and outflows each quarter . in addition , the final rules require disclosure of citi 2019s calculation of the maturity mismatch add-on as well as other qualitative disclosures . the effective date for these disclosures is april 1 , 2017 . 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 .

Table:
in billions of dollars | dec . 31 2016 | sept . 30 2016 | dec . 31 2015
hqla | $ 403.7 | $ 403.8 | $ 389.2
net outflows | 332.5 | 335.3 | 344.4
lcr | 121% ( 121 % ) | 120% ( 120 % ) | 113% ( 113 % )
hqla in excess of net outflows | $ 71.3 | $ 68.5 | $ 44.8
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 both year-over-year and sequentially .
the increase year-over-year was driven by both an increase in hqla and a reduction in net outflows .
sequentially , the increase was driven by a slight reduction in net outflows , as hqla remained largely unchanged .
long-term liquidity measurement : net stable funding ratio ( nsfr ) in the second quarter of 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 .
standardized weightings would be required to be applied to the various 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 , 2016 , it will need to evaluate any final version of the rules , which are expected to be released during 2017 .
the proposed rules would require full implementation of the u.s .
nsfr beginning january 1 , 2018. .

Question: what was the change in billions of hqa from december 31 , 2015 to december 31 , 2016?
Answer: 14.5
Calculation: subtract(403.7, 389.2)