European banks swell stocks of complex instruments
Derivatives and hard-to-value holdings rose across the bloc in 2024
Top European banks’ holding of complex, hard-to-value instruments built up at a rapid clip in 2024, leaving their balance sheets potentially more exposed to swings in market sentiment and volatility.
Aggregates for over-the-counter derivatives notionals, trading and available-for-sale (AFS) securities, and mark-to-model assets – systemic risk indicators collated by the European Banking Authority
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