メインコンテンツに移動
Risk Quantum Banks

Systemic banks could free $156bn of capital after Fed plea

Banks asked to use management buffers to support economy in combating coronavirus

The US Federal Reserve has urged banks to use their capital buffers to back loans to households and businesses hit by the coronavirus. If all eight systemic US banks depleted their risk-based capital buffers, this would free up roughly $156 billion of Common Equity Tier 1 (CET1) capital – reducing their aggregate ratio of CET1 to risk-weighted assets (RWAs) to 9.7%, from 12.1%.

Top US banks must

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

ログイン
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here