TLAC buffers up at all but three systemic US banks

BNY Mellon, Citi and Wells Fargo saw their headroom shrink from a year ago

The total loss-absorbing capacity (TLAC) of the largest US banks increased over the past 12 months, despite BNY Mellon, Citi and Wells Fargo bucking the trend.

Risk Quantum analysis of the eight systemic US banks saw the average ratio of TLAC-eligible debt and equity to risk-weighted assets (RWAs) across the group was 31.2% at end-September, up from 30.8% a year earlier.

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The average minimum requirement over the period fell slightly, from 21.1% to 20.9%.

Three banks saw their TLAC

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