Cashflow turbulence up at Citi, JP Morgan

The worst day is getting worse. 

So it appears in the second-quarter liquidity risk disclosures of JP Morgan and Citigroup, both of which showed the banks plumping their cash add-on cushions. The add-ons are calculated to cover the greatest one-day difference between outflows and inflows occurring during a month of stress – a difference that appears to be jumping from quarter to quarter. 

Net liquidity outflows – the difference between incoming and outgoing cash – at both banks have been

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here