US bank systemic risk indicators stay elevated through Q2
Increase in exposures, short-term wholesale funding bump systemic risk scores higher at some firms
Four top Wall Street banks saw their systemic risk scores increase over the three months to end-June, with most in line to assume higher capital surcharges as a result, unless they’re able to shrink their footprints by year-end.
The average systemic risk score across the eight too-big-to-fail US banks for Q2 2020 was 497 basis points, flat on Q1 but still 27bp higher than at end-2019.
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