Citi’s SLR falls as Fed relief ends

Bank’s ratio sits 90bp above regulatory minimum as US Treasuries and excess reserves return to weigh on total exposures

Citi’s supplementary leverage ratio (SLR) fell 106 basis points to 5.90% in the second quarter after the temporary relief measure from the Federal Reserve expired on March 31.

The US bank reported total leverage exposure – the SLR denominator – of $2.9 trillion at end-June, up from $2.45 trillion three months earlier. The Tier 1 capital – the ratio numerator – fell slightly from $170.5 billion to $169.9 billion over the same period.

  !function(e,i,n,s){var t="InfogramEmbeds",d=e

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: