US G-Sibs increase off-balance sheet exposures

Off-balance sheet amounts ballooned at five systemically important US banks in the first three months of this year.

Citi, Bank of America Merrill Lynch (BAML), Goldman Sachs, Morgan Stanley and Wells Fargo reported an aggregate $124 billion (4%) hike in the gross notional amount of their off-balance sheet exposures from end-2017 to end-March 2018, as reported in their quarterly supplementary leverage ratio (SLR) disclosures. 

Of the sample, BAML increased its amounts the most in dollar terms,

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: