Risk density of top US banks edged down in Q1

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 the eight US global systemically important banks (G-Sibs) was 53% at end-March, down from 57% at end