Megabanks boost repo exposures after SLR reform
Volumes of repo-style transactions at US systemic banks top $2.5trn, helping drive record-low SLRs in Q1
Exposures for repo-style transactions at the largest US banks grew by 11.6% in the first quarter, driving the surge in leverage exposures that led to record-low supplementary leverage ratios (SLRs) at four lenders.
Seven of eight global systemically important banks (G-Sibs) – all but BNY – adopted the reformed SLR in the first quarter, which lowered leverage-based capital requirements across the
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