Among G-Sibs, Japanese and US banks see LCRs improve most
US systemic banks’ liquidity coverage still lags behind other G-Sibs
Global systemically important banks (G-Sibs) in Japan and the US improved their liquidity coverage ratios (LCRs) over the 12 months to end-June, while they deteriorated for those in the eurozone, UK and Switzerland.
Of the 29 current G-Sibs, 23 disclosed their LCRs as of the second quarter. A total of 13 had LCRs higher than in Q2 2018, and 10 lower.
The three Japanese G-Sibs saw their LCRs get better by an average of 757 basis points to 139.7%. The ratios of the eight US G-Sibs improved by
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