メインコンテンツに移動
Risk Quantum Banks

Wells Fargo, Citi amass losing days in Q2

On average, the eight top US banks reported 32 loss-making days

Systemic US banks incurred more loss-making trading days in the second quarter of the year than in Q1, with Wells Fargo and Citi taking the most hits of the group.

The eight US global systemically important banks (G-Sibs) together reported 255 losing days in the three months to end-June – around 32 each on average. This compares with 162 loss-making days the quarter prior and 199 in Q2, 2020.

 

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

無料メンバーシップの内容をお知りになりたいですか?ここをクリック

パスワードを表示
パスワードを非表示にする

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

ログイン
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here