The funding profiles of the three largest non-systemically important US banks are radically different from those of their too-big-to-fail peers.
The cash inflows that US Bancorp, PNC, and Capital One could expect to see in a 30-day stress period are much lower than those anticipated by the eight US global systemically important banks (G-Sibs), according to their newly released liquidity coverage ratio (LCR) disclosures. The ratio of aggregate total cash inflows to outflows among the former
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Quant Finance Master’s Guide 2019
- Princeton tops inaugural Risk.net quant master’s ranking
- Credit risk quants are hitting the tech gap
- Does credit risk need an expected shortfall-style revamp?