Over four years, US G-Sibs slash securitisation charges
Banks also have more exposures capitalised using sophisticated calculation approaches than in years prior
Big US banks have dramatically reduced their capital charges for securitisations since end-2015. In aggregate, the eight US global systemically important banks (G-Sibs) were required to hold $13.3 billion of capital against these exposures as of Q3 3019, 31.9% less than in Q4 2015.
However, these charges have increased since the same quarter a year ago, after 11 consecutive quarters of declines
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