Volatile funding flows add $21bn to US G-Sib liquidity buffers
Q1 jump in maturity mismatch add-on is largest on record
The aggregate maturity mismatch add-on at the eight US global systemically important banks (G-Sibs) surged 24.3% to $107.2 billion in the first quarter – the largest quarterly rise since at least 2017.
The $20.9 billion increase reflects heightened variability in cashflows during stress periods. The add-on measures the gap between a bank’s cumulative net cash outflow (NCO) at the end of the 30-day
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