HomeEverythingEducationTV
Equities & FundsCrypto & Digital AssetsAI & TechnologyBusiness & CorporateUS Politics & PolicyGeopolitics & Global RiskMacro, Rates & FXCommodities & EnergyEuropean Politics & MarketsAsia-PacificReal Estate & Property
Story archiveAll categories
← All Stories

US banks show little risk shift after eSLR relief

Created at 20 Jul · 3:36 AM1 source
IN SHORT

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 deadline.

✉Newsletter

PiQ Daily

Pick your topics. Get only what matters, on your cadence.

Who's Involved

US global systemically important banks (G-Sibs)
Expanded exposures across most risk-weight categories in Q1 2026
BNY Mellon
Drove the largest reallocation among US banks

↳ Why This Matters

The findings suggest that regulatory changes, such as the revised eSLR, may not immediately lead to significant shifts in banks' risk appetites or asset allocations, with potential implications for financial stability and market dynamics.

Key facts

  • Large US banks expanded exposures across most risk-weight categories in Q1 2026.
  • Seven of the eight US global systemically important banks (G-Sibs) indicated they would opt in to the revised eSLR framework in Q1 2026.
  • BNY Mellon drove the largest reallocation among the banks.

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 deadline.

BNY Mellon drove the largest reallocation among the banks, according to the report.

Get the newsletter.

Pick the topics you actually care about. We'll email when there's news worth your time, on the cadence you choose. Cancel any time from your account.

Cadence
CME Headlines
  • Treasury futures fell as 10-Year yields rose.
    20 Jul · 8:35 PM
  • Treasury futures fell as 10-Year yields rose.
    20 Jul · 8:35 PM
  • Euro futures fell for a third session as the dollar firmed.
    20 Jul · 7:42 PM

How It Developed

Large US banks expanded exposures across most risk-weight categories in Q1 2026.
Most banks opted to adopt the revised enhanced supplementary leverage ratio (eSLR) early.
Seven of eight US global systemically important banks (G-Sibs) indicated they would opt in to the revised eSLR framework in Q1 2026.

Sources

T1
US banks show little risk shift after eSLR reliefRisk.net

Related Stories

Inflation Slowed in June Amidst Iran Conflict Pause
20 Jul · 2:06 PM
ECB survey: Firms expect moderating wage and price growth
20 Jul · 8:05 AM
Dollar Firms, Brent Crude Tops $90 Amid Middle East Tensions
19 Jul · 11:48 PM
Eurozone inflation at 2.8% may prompt ECB pause
20 Jul · 5:36 AM
Oil, Gas Surge Fuels Inflation Fears, Rattles Bonds Ahead of Tech Earnings
20 Jul · 12:42 PM