Short-term wholesale funding, which acted as an accelerant during the financial crisis, contributes the most in the Federal Reserve’s setting of banks’ systemic risk scores.

Almost a third of the average aggregated scores for the eight current US global systemically important banks (G-Sibs) over the last six quarters were attributable to the short-term wholesale funding indicator, Risk Quantum analysis shows.

The indicator is one of five used by the Fed to gauge banks’ systemic riskiness under

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The week on Risk.net, September 15–21, 2018