Dealers' Treasury Market Intermediation and the Supplementary Leverage Ratio

Paul Cochran, Sebastian Infante, Lubomir Petrasek, Zack Saravay and Mary Tian
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Sebastian Infante: https://www.federalreserve.gov/econres/sebastian-infante.htm
Lubomir Petrasek: https://www.federalreserve.gov/econres/lubomir-petrasek.htm
Mary Tian: https://www.federalreserve.gov/econres/mary-tian.htm

No 2023-08-03, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: Treasury market intermediation by dealers, including Treasury securities market making and financing, requires regulatory capital. In particular, the six largest U.S. Treasury securities dealers are subsidiaries of large U.S. bank holding companies (BHCs), which are required to maintain a supplementary leverage ratio (SLR) of at least 5 percent at the BHC level.

Date: 2023-08-03
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2023-08-03

DOI: 10.17016/2380-7172.3341

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