Cash flood expanded systemic footprint of top US banks

An influx of deposits from non-banks in the first quarter helped inflate the systemic risk scores of too-big-to-fail US banks, Risk Quantum analysis shows.

Aggregate intra-financial system liabilities held by the eight global systemically important banks (G-Sibs), which make up one half of the interconnectedness indicator used to gauge their systemic risk, increased 26% over the three months to end-March, to $1.89 trillion.

Of these, deposits due to non-banks made up $1.04 trillion, up 42% on

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: