Citi continues cutting derivatives exposure

Citigroup pared down its derivative exposures in the three months to March 31 for the third consecutive quarter.

Total derivative exposures, as measured for the purposes of the Federal Reserve’s supplementary leverage ratio (SLR) calculation, fell $6.7 billion quarter-on-quarter, or 2.2%, from $308.5 billion to $301.8 billion. 

From September to December 2017, these exposures fell a whopping $38.7 billion, or 11%. Derivative exposures are down 16% in total from the third quarter of 2016, the f

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 indvidual account here: