BIS: Global banks’ dollar funding needs and central bank swap lines

Key takeaways

  • At $13 trillion, the gross dollar liabilities of banks headquartered outside the United States at end-2019 were nearly as high as before the Great Financial Crisis. Most of their dollar funding was booked outside the United States.
  • We measure non-US banks’ short-term dollar funding needs by comparing short-term dollar liabilities (including off-balance sheet FX swaps) with holdings of liquid dollar assets.
  • The scale of the central bank swap lines are of similar magnitude to banks’ short-term dollar funding needs. Swap line usage peaked in May at $449 billion and has subsided since. However, dollar funding needs of corporates may yet reveal a broader need for dollars outside the banking system.

Related Posts

Previous Post
Office of Financial Research: Basis Trades and Treasury Market Illiquidity
Next Post
Brookings: reducing bias in AI-based financial services

Fill out this field
Fill out this field
Please enter a valid email address.

X

Reset password

Create an account