Funding risk of global banks varies
Basel study shows European banks have seen net cash outflows increase just 7.7% in four years
Though banks the world over have grown their stockpiles of high-quality liquid assets (HQLA) since 2012, those in the Americas have seen their funding risk increase at a much faster clip than their global peers.
Banks in the Americas built up HQLA rapidly to 131.6% of their 2012 levels by 2014, and from then until end-2018 increased holdings by a net 1.9 percentage points to 133.5%. Net cash
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Commerz, Lloyds, BPCE top European banks for interest rate sensitivity
Eight lenders face potential EVE losses exceeding 10% of Tier 1 capital under rate shocks
Large US banks’ lending to private equity funds reaches $239bn
JP Morgan, Goldman and BofA account for 80% of quarterly increase
European banks’ SFT exposures jump 14% to record €881bn
Eighteen of 29 lenders reach all-time highs; big repo and securities lending increases for German banks
JP Morgan, Wells Fargo AOCI losses double in Q3
Unrealised securities losses mount as rising yields depress valuations and hit CET1 capital
Emirates NBD fund RWAs surge 480%
Bank’s first reported use of look-through approach coincides with RBL acquisition
RBC, Scotiabank securitisation RWAs hit record highs
SEC-SA RWAs rise 23% across major Canadian banks, led by C$1.5bn increase at RBC
Kookmin’s SFTs surge 40% on higher repo
Record securities financing transactions contributes to 15bp leverage ratio drop
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs