US banks show little risk shift after eSLR relief
Skip to main content

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 print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
Most read articles loading…
Back to Top