Crisis revelations of the costs of "too-big-to-fail'' have lead to new legal methods, globally, for resolving the insolvencies of systemically important banks. Rather than bailing out these firms with government capital injections, insolvency losses are now supposed to be allocated to wholesale creditors. Many commenters believe, however, that these reforms have not significantly reduced the likelihood of government bailouts of these firms. We estimate post-crisis declines in market-implied bailout probabilities for US globally-systemically important banks (G-SIBs), the associated increases in G-SIB bond yields, and the declines in G-SIB equity market values stemming from reductions in debt financing subsidies associated with bailout expectations. We show that G-SIB balance sheet data and the market prices of debt and equity imply a dramatic and persistent post-crisis reduction in market-implied probabilities of government bailouts of U.S. G-SIB holding companies.