Capital buffers edge lower at systemic US banks in 2019
Shock-absorbing capital cushions held by top US lenders thinned over the course of 2019.
The median US global systemically important bank (G-Sib) had a minimum Common Equity Tier 1 (CET1) capital requirement of 9.5% of risk-weighted assets (RWAs) as of the fourth quarter of 2019, and a buffer above this minimum of 3%, as calculated using advanced approach RWAs.
In Q4 2018, the minimum requirement was 8.25% and the buffer amount was 4.2%. Year-on-year, the buffer amount, expressed as a ratio of
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