SLR relief for Treasuries would lift median bank’s ratio by 57bp
Charles Schwab, Goldman and BofA set for biggest boost if Covid-era relief returns
Exempting US Treasuries from the supplementary leverage ratio (SLR) would reduce leverage exposures by $1.96 trillion across US banks and boost the median SLR by 57 basis points, with Charles Schwab set to benefit the most from the change.
Reintroducing the pandemic-era relief for Treasuries has regained attention after Federal Reserve chair Jerome Powell and governor Michelle Bowman expressed support for the policy.
Risk Quantum analysis of SLR disclosures for Q4 2024 shows that excluding
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