US regional banks hold smaller proportion of high quality assets
Share of Level 1 assets at Capital One, Truist, US Bancorp lowest across US banks subject to LCR
Three mid-sized US lenders have a much lower proportion of high-quality assets than their larger counterparts, making them potentially more exposed to liquidity pressure, Risk Quantum analysis has found.
At the end of last year, US Bancorp, Capital One and Truist reported the lowest proportions of Level 1 assets – which predominantly include central bank reserves and US Treasuries – to high
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