US banks slashed G-Sib scores in Q4 2018

Big cuts to derivatives and trading securities push systemic risk scores lower

All but one of the eight US global systemically important banks (G-Sibs) lowered their systemic risk score in the last three months of 2018, after drastically reducing derivatives and trading assets. All eight will retain the same G-Sib capital buffer in 2020 as they have today. 

The G-Sibs cut their systemic risk scores, as determined by the US Federal Reserve's Method 2 calculation metric, by an average of 17 basis points in the fourth quarter, continuing a seasonal trend whereby big banks

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