Cash flood expanded systemic footprint of top US banks
Intra-system liabilities up 26% in Q1
An influx of deposits from non-banks in the first quarter helped inflate the systemic risk scores of too-big-to-fail US banks, Risk Quantum analysis shows.
Aggregate intra-financial system liabilities held by the eight global systemically important banks (G-Sibs), which make up one half of the interconnectedness indicator used to gauge their systemic risk, increased 26% over the three months to end-March, to $1.89 trillion.
Of these, deposits due to non-banks made up $1.04 trillion, up 42% on
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