The liquidity coverage ratios (LCR) of too-big-to-fail US lenders continue to trail those of other global systemically important banks on average, Risk Quantum analysis shows.
The average LCR of the eight US G-Sibs stood at 122.5% at end-March, up 115 basis points on Q4 2018. This is still lower than the average for the seven eurozone G-Sibs (135.7%), three Japanese G-Sibs (138.97%), three UK G-Sibs (153.1%) and two Swiss G-Sibs (172%) that reported.
Among the US G-Sibs, Morgan Stanley had
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