Systemic US banks’ leverage exposures shrank $1.4tn in Q2
US systemic lenders’ leverage exposures dropped by 10% over the three months to end-June, the effect of a temporary change to regulatory capital rules passed by the Federal Reserve on April 1.
The relief allows US banks subject to the supplementary leverage ratio (SLR) rule to exempt US Treasury securities and excess reserves held at the Fed from their exposure measures. This affects the quantity of on-balance sheet assets that count towards the denominator of the SLR.
At JP Morgan, on-balance
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