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

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

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: