IDEAS home Printed from
   My bibliography  Save this paper

More Transparency Needed For Bank Capital Relief Trades


  • Jill Cetina

    (Office of Financial Research
    Office of Financial Research
    Office of Financial Research)


This brief argues that more data are needed to allow investors and counterparties to assess how banks reduce their required regulatory capital by transferring credit risk to third parties. The authors use public regulatory data to show that 18 banks purchased $38 billion in credit protection as of Q4 2014 to obtain regulatory capital relief. They also estimate the impact of these transactions on banks' risk-based capital ratios.

Suggested Citation

  • Jill Cetina, 2015. "More Transparency Needed For Bank Capital Relief Trades," Briefs 15-04, Office of Financial Research, US Department of the Treasury.
  • Handle: RePEc:ofr:briefs:15-04

    Download full text from publisher

    File URL:
    File Function: First version, 2015
    Download Restriction: no


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. repec:eee:finlet:v:26:y:2018:i:c:p:255-260 is not listed on IDEAS


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ofr:briefs:15-04. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gregory Feldberg). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.