Citi leads US banks in shrinking market risk

First aggregate drop in capital charges stemming from market risk since mid-2020 

Market risk capital charges for the largest US trading banks fell $2.6 billion in the second quarter. The overall charges were the lowest since Q1 2020.

Aggregate standardised market risk capital requirements for the eight US global systemically important banks (G-Sibs) stood at $36.9 billion at end-June, down from $39.4 billion at end-March. 

These charges had been trending up for three consecutive quarters.

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