Rabobank cuts derivatives by 40%

Rabobank’s balance sheet shrank almost 9% in 2017, as the value of its derivatives portfolio dropped in response to market movements.  

A 40% decrease in the value of derivative contracts was the result of higher interest rates and various foreign exchange rate developments. Rabobank's total derivatives exposures at the end of 2017 were €25.5 billion ($31.4 billion), down from €42.4 billion at the end of 2016.

Overall, the Dutch bank’s balance sheet decreased by €59.6 billion. A reduction in

To continue reading...

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

Sign in
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: