At US banks, risk-free exposures hit lowest in two years

Just under a third of credit assets carried a 0% risk-weight in Q3

The proportion of US banks’ credit exposures that encumber no capital has dropped to the lowest since the depths of the Covid-19 pandemic in Q3 – while assets with a full risk-weight kept growing, Risk Quantum analysis of the latest available disclosures show.

Exposures that carry zero risk-weight under the standardised approach made up just under 33% of aggregate books across the country’s 13 largest banks as of end-September, down by around half-a-percentage point quarter on quarter and by

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