At US G-Sibs, swap payments make up $178bn of LCR outflows
All bar one G-Sib see net derivatives cash outflows increase year-on-year
Derivatives payments made up a larger share of big US banks’ expected cash outflows in a crisis scenario in Q2, compared with the year-ago quarter, liquidity coverage ratio (LCR) disclosures show.
Aggregate weighted net derivatives cash outflows at the eight US global systemically important banks (G-Sibs) stood at $178 billion in Q2, 14% higher than in the year-ago quarter.
In contrast, combined net derivatives cash inflows declined to $36 billion, from $37 billion in the year-ago quarter.
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