Repo exposures fell at BofA, surged at JP Morgan in Q4

- Louie Woodall
- 23 Feb 2021

Bank of America slashed repo exposures over the last three months of 2020 by almost 30%, which helped lift its supplementary leverage ratio (SLR) to 7.2%, up from 6.9% at end-September.

The bank said this was a function of it moving excess cash into securities. Fourth quarter repo exposures, at $292.8 billion, were at their lowest since Q4 2018. All other components of BofA’s leverage exposure –

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