Mid-sized US banks’ LCRs vary
Average ratio of 15 non-systemic lenders was 135% at end-June
The liquidity coverage ratios (LCRs) of mid-sized US banks varied between 108% and 213% as of Q2 2019.
The mean LCR of the 15 non-systemic lenders with over $100 billion in assets was 135%. Of this group, five are subject to the full LCR and 10 to a modified version in which the denominator’s ratio is reduced by 30%.
The latter group had a mean LCR of 141%. Had they been subject to the full LCR, the mean would have been 102%.
Synchrony had the highest modified LCR, at 213%, followed by
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