Risk density of top US banks edged down in Q1
Banks piled up assets with low risk-weightings in the first quarter
The asset portfolios of systemic US banks attracted lower risk-adjusted values at end-March than three months prior, even though they expanded 10% over the quarter. This implies that lenders took on predominantly low-risk exposures through the course of the coronavirus crisis.
The ratio of standardised risk-weighted asset amounts to total assets, derivatives, and off-balance sheet items across
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