US G-Sibs cut $36bn of HQLA
Large US banks have shed $36 billion of high-quality liquid assets (HQLA) year to date, with government-sponsored entity (GSE) debt accounting for the majority of disposals.
The eight US global systemically important banks (G-Sibs) held $2.3 trillion of HQLA in aggregate at end-September, of which 84% consisted of Level 1 assets – cash deposits at the Federal Reserve and US Treasury securities – and 15% Level 2A assets, made up of GSE bonds and non-US sovereign debt. Level 2B assets
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 print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected]t to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
7 days in 60 seconds
Climate charges, CCP contagion and the post-Libor world
The week on Risk.net, May 23-29, 2020
Receive this by email