Top US banks’ market risk charges surged in 2020

Regulatory capital required to cover trading risks at the eight US global systemically important banks (G-Sibs) hit a collective $38.2 billion in Q4 2020, 37% higher than the same quarter a year ago. At Citi, Wells Fargo and BNY Mellon, market risk charges stood at their highest levels in at least five years.

The US standardised approach for calculating market risk capital requirements is made up of six sub-components. Of these, the collective value-at-risk charge held by the G-Sibs increased

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:

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 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: