LCRs show US banks run more risk than European peers

The measure of liquidity risk at European global systemically important banks improved in the nine months to end-September, while that of their US counterparts worsened, Risk Quantum analysis shows.

The 12 European G-Sibs reported an average liquidity coverage ratio (LCR) of 146.5%, 266 basis points higher than at end-2017, compared with 121.5% at the eight US G-Sibs, down 111bp on nine months ago.

The gap between the two averages has widened over the past three quarters, to 250bp from 212bp

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