Default risk of US bank corporate exposures edges up

- Abdool Fawzee Bhollah
- 09 Sep 2019

The default probabilities of big US banks’ corporate loan portfolios have been trending upwards in the past year, regulatory disclosures show.

The median weighted-average probability-of-default (PD) for corporate exposures across the eight US global systemically important banks (G-Sibs) was 1.22% as of end-June, up nine basis points year-on-year.

Wells Fargo and JP Morgan saw their average

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net