Aggregate LCR of systemic US banks edged lower in 2019

The ratio of high-quality liquid assets to expected cash outflows in a crisis across the eight systemically important US banks fell over the course of 2019, Risk Quantum analysis shows.

Aggregate HQLA averaged $2.37 trillion in Q4 2019 across the top lenders, up 4% on Q4 2018. HQLA forms the numerator of the liquidity coverage ratio (LCR), a key barometer of bank liquidity risk.

Combined net cash outflows, however, increased at faster pace, by 5% to $2 trillion. These make up the denominator

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: