Skip to main content
Risk Quantum Banks

US banks show little risk shift after eSLR relief

Lowest-risk exposures hit record, but BNY drives largest reallocation

Large US banks expanded exposures across most risk-weight categories in Q1 2026, but showed little evidence of a broad shift towards low-risk assets after most opted to adopt the revised enhanced supplementary leverage ratio (eSLR) early.

Seven of the eight US global systemically important banks (G-Sibs) previously indicated they would opt in to the revised eSLR framework in Q1 2026, ahead of the

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

Most read articles loading...

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