Systemic risk scores climb at largest US regionals
Funding indicators inflate systemic footprint of Capital One, KeyCorp, US Bancorp and Truist in Q1
Capital One, KeyCorp, US Bancorp and Truist all saw their systemic footprint increase during the first quarter, driven largely by funding-related activities.
Systemic risk scores are calculated by the Federal Reserve for large bank holding companies. Only those that score above 130 basis points under its Method 2 approach, and have been designated as global systemically important banks (G-Sibs) by the Financial Stability Board, qualify for capital add-ons and enhanced supervision under US rules
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