Most US G-Sib assets attract low risk weightings
Of total assets, 53% have a standardised risk weighting of 50% or lower
The majority of assets held by US global systemically important banks (G-Sibs) have a risk weighting under standardised approach capital rules of less than 100%, Risk Quantum analysis shows.
Of the $10.4 trillion of assets subject to risk-based capital rules reported by the eight G-Sibs at end-March, 53% were assigned risk weights of 50% or lower, 46% a risk weight of 100% and only 1% were given risk weights of 150% or higher.
State Street reported the largest share of its assets with a
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