Liquidity coverage at US G-Sibs worsens in Q2

The aggregate liquidity coverage ratios (LCRs) of large US banks banks dipped 1% in the second quarter of this year, following a sharp rise in projected net cash outflows.  

The eight US global systemically important bank (G-Sibs) had a combined $2.27 trillion of HQLA at end-June, up $18 billion or 0.8% on the prior quarter, and 0.5% higher than a year ago. HQLA forms the numerator for the liquidity coverage ratio.

However, the boost to HQLAs was insufficient to cover the rise in aggregate net

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: