Cashflow volatility lowest in four years at big US banks
Maturity mismatch add-ons ease up, but BNY Mellon, Goldman, Morgan Stanley and State Street buck trend in Q2
The aggregate maturity mismatch add-on across US global systemically important banks (G-Sibs) dropped to a four-year low in the second quarter, indicating steadier liquidity performance in stress scenarios.
The add-on, which measures the difference between the cumulative net cash outflow at the end of a 30-day stress period and the largest single-day net outflow within that period, fell by 17.7% across the eight banks to $72.4 billion. Year on year, the aggregate add-on was down 23.1%.
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