Most US G-Sib assets attract low risk weightings

The majority of assets held by US global systemically important banks (G-Sibs) have a risk weighting under standardised approach capital rules of less than 100%, Risk Quantum analysis shows.

Of the $10.4 trillion of assets subject to risk-based capital rules reported by the eight G-Sibs at end-March, 53% were assigned risk weights of 50% or lower, 46% a risk weight of 100% and only 1% were given risk weights of 150% or higher.   

State Street reported the largest share of its assets with a

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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

Sign in
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: