US dealers’ leverage adequacy hits two-year high on repo compression

- By Lorenzo Migliorato
- 19 Dec 2023

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US systemic dealers bolstered their leverage buffers to the highest level in more than two years during the third quarter, as lower repo activity offset a hike in exposures for derivatives and off-balance sheet assets.

The eight US global systemically important banks (G-Sibs) reported an aggregate supplementary leverage ratio (SLR) of 6.1% at end-September, up nine basis points on end-June and the highest since Q1 2021’s 7%.

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