Bank of America increased its derivatives exposures in the three months to end-June for the second consecutive quarter, registering the highest increase among the eight US global systemically important banks (G-Sibs).
Total derivatives exposures, as measured for the bank’s supplementary leverage ratio (SLR), jumped $12.1 billion quarter-to-quarter, or 4.2%, to $299.4 billion from $287.3 billion. This follows a 2.3%, or $6.6 billion, rise over the three months to end-March.
In contrast, Well
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