Regional US banks became more systemically risky in 2020
Large US lenders that have yet to earn a too-big-to-fail label from the Federal Reserve nonetheless increased their systemic footprint over 2020, regulatory data shows.
Systemic risk scores are calculated by the Fed for all large bank holding companies. Only those that score above 130 basis points under its ‘Method 2’ approach, and have also been designated as global systemically important banks (G-Sibs) by the Financial Stability Board (FSB), qualify for capital add-ons and enhanced
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 print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Investing
How Athora uses its ties to Apollo to boost returns
European life insurer boosts returns by sourcing loan assets directly from private equity firm
Receive this by email