End-2017 disclosures reveal differences in the composition of the largest banks’ exposures as measured under the leverage ratio, highlighting both contrasting business models and regional variations in the way in which the metric is calculated.
Derivatives and repo made up a much smaller share of leverage exposures at eurozone and Japanese global systemically important banks (G-Sibs) than their US, Swiss and UK peers.
Derivatives comprised just 3% of the median eurozone G-Sib's leverage
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