LCR disclosures reveal transatlantic divide

Large European banks are better positioned to withstand a liquidity crisis than their US competitors, Risk Quantum analysis suggests.

The 12 global systemically important banks in the European Union reported an average liquidity coverage ratio of 144.36% at year-end 2017, compared with 122.58% across the eight US G-sibs.

Of the 20 banks analysed, State Street reported the lowest LCR, of 112%, and Unicredit the highest, at 185.29%.

Just two European banks reported LCRs lower than the US

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