US dealers’ leverage adequacy hits two-year high on repo compression

Lower repo exposures freed up capacity for derivatives and off-balance sheet items in third quarter

US systemic dealers bolstered their leverage buffers to the highest level in more than two years during the third quarter, as lower repo activity offset a hike in exposures for derivatives and off-balance sheet assets.

The eight US global systemically important banks (G-Sibs) reported an aggregate supplementary leverage ratio (SLR) of 6.1% at end-September, up nine basis points on end-June and the highest since Q1 2021’s 7%.

!function(e,n,i,s){var d="InfogramEmbeds";var o=e.getElementsByTagName(n

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 or view our subscription options here:

You are currently unable to copy this content. Please contact 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 View our subscription options

You need to sign in to use this feature. If you don’t have a 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