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

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The week on Risk.net, September 15–21, 2018