Modern liquidity risks, and the surplus of funds of American banks as a market problem in the post-COVID period

This article is devoted to the study of the risk level of liquidity of financial institutions, their functioning in post-COVID-19 conditions. The text of the article examines the main problems faced by the officials of banks, as well as the US Federal Reserve System. The article discusses various methods and tools that could be helpful in solving this problem. Provides and analyzes statistical data and several paths of protentional events, which are considered the most likely in the opinion of heads of credit institutions around the world.