Liquidity Risk at Large U.S. Banks
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This paper studies liquidity risk at the six largest U.S. banks. The starting point is the stress tests performed under the Liquidity Coverage Ratio (LCR) regulation, which compare a banks liquid assets to its loss of cash in a stress scenario that regulators say is based on the 2008 financial
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美国国家经济研究局创建时间：
2020-11-01
