Liquidity risk of non-systemic US banks differs from G-Sibs

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

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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: