Five US banks hit record leverage exposures

Ballooning balance sheets leave Goldman, Morgan Stanley with razor-thin SLR buffers

Five of the 14 US dealers subject to the supplementary leverage ratio (SLR) ended last year with record exposures under their belts, putting a strain on their capital reserves to maintain healthy buffers.

Bank of America, Capital One, Citi, Goldman Sachs and PNC Bank reported an increase of up to 2.8% quarter on quarter and 6.9% year on year in the metric that serves as the SLR’s denominator. In each case, this marked the highest figure the bank has ever reported.

!function(e,n,i,s){var d=

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