Risks building at three US G-Sibs

Risky assets have steadily grown as a share of BNY Mellon, State Street and Goldman Sachs’ balance sheets over the past six years.

Risk-weighted asset density, calculated as standardised RWAs divided by total assets, has increased at these three firms the most across the eight US global systemically important banks. At end-June, BNY’s RWA density was 44%, up from 32% in June 2013, State Street’s 44% up from 36%, and Goldman Sachs’ 58% up from 49%.

Over the same period, RWA density has decreased

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