LCRs show US banks run more risk than European peers

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

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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