Following Fed relief, SLR bonds loosen for top US banks
Systemic US banks saw their supplementary leverage ratios (SLR) leap higher in Q2 following action by the Federal Reserve to exclude certain assets from the total exposure measure. Over $1 trillion of leverage exposure was freed up by the agency’s intervention across five top lenders alone.
Bank of America, BNY Mellon, Citi, Goldman Sachs, JP Morgan and Morgan Stanley all disclosed their actual SLR and what their SLR would have been without the Fed’s intervention on April 1, which carved out
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: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
7 days in 60 seconds
SA-CCR, SOFR lending and model approval
The week on Risk.net, November 21-27, 2020
Receive this by email