First Citizens leads regional bank rush for riskless assets
Share of 0% risk-weighted assets increases at small banks for first time in seven quarters
US regional banks increased the share of their assets with the lowest possible credit risk weighting by two percentage points to 14.5% in the first quarter of 2023, after seven straight quarters of decline.
On aggregate, 11 Category IV banks – those with assets of between $100 billion and $250 billion – and 7 smaller lenders, reported $341 billion of exposures in the 0% bucket, up from $275 billion the prior quarter.
Towards the other end of the scale, the share of assets in the 100% risk
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