Systemic US banks’ market risk charges fall from Covid highs

Regulatory charges for market risk at the eight US global systemically important banks (G-Sibs) dropped in aggregate in the third quarter after hitting multiyear highs in Q2. BNY Mellon, Citi and State Street bucked the trend, though, as their charges actually climbed quarter-on-quarter.

The combined standardised capital requirement for market risk of the eight firms was $37.3 billion at end-September, down almost 8% from $40.4 billion three months prior. The Q2 total was the highest since Q1

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 copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: