LCR gap between EU and US banks widens further in H1

The gap between the liquidity coverage ratios (LCR) of European global systemically important banks (G-Sibs) and their US peers widened in the the first six months of the year, Risk Quantum analysis shows. 

The 12 European G-Sibs posted an average LCR of 144.8% at the end of June, an improvement of 2.1% over the half-year, compared with 120.5% across the eight US G-Sibs – a fall of 2.1%.

Among US banks, State Street had the lowest LCR, at 108%, and Goldman Sachs the highest, at 131%. In Europe

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