Derivatives exposures at US G-Sibs on the wane

The eight US global systemically important banks (G-Sibs) slashed their derivatives exposure by almost $34 billion in the three months to end-September, making this the third consecutive quarter of reductions. 

Total derivatives exposures, as published in banks’ supplementary leverage ratio (SLR) reports, stood at $1.6 trillion at the end of the third quarter – their lowest level since public disclosures began in 2016. 

Bank of America hewed the most from its second-quarter total, reducing

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: