Top US banks to lose out from end of SLR relief

Capital relief extended to systemic US banks by the Federal Reserve at the height of the coronavirus crisis last year will be allowed to expire at the end of this month, a decision that will likely erode a key gauge of leverage risk across Wall Street.

Today (March 19), the Fed said banks would no longer be able to deduct US Treasuries and excess reserves from the exposure measure used to calculate the supplementary leverage ratio (SLR). The carve-out was introduced on April 1 last year to ease

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: