European and US G-Sibs' LCRs diverge in 2018
The average LCR at the 13 European and Swiss G-Sibs stood at 145% at end-December, 42 basis points higher than at end-2017
Systemically important European banks improved their liquidity coverage ratios in 2018, while those of their US counterparts deteriorated, Risk Quantum analysis shows.
The average LCR of the 12 European global systemically important banks (G-Sibs) was 145% at end-December, 42 basis points higher than a year prior. In contrast, the average ratio of the eight US G-Sibs was 121.4%, down 122bp year-on-year.
The gap between the two averages has widened over the past 12 months, to 23.6 percentage
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