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By Some Measures, Bank Risk Hardly Changed Since Before Crisis

Feb. 4, 2020, 11:00 AM

The biggest U.S. banks are just as risky today as they were before the last financial crisis, according to several measures.

That’s the conclusion of a study by the Federal Reserve Bank of New York published yesterday. While idiosyncratic risk -- a measure based partly on return on assets -- is much lower now, systemic risk measured in two different ways is pretty much unchanged. Liquidity risk, meanwhile, was slightly higher than before 2008, according to the study, which defined big banks as those with more than $250 billion in assets and examined a period starting in 2000.

Regulators have ...