EU hedge funds lean on repo for leverage
Around 60% of EU hedge fund borrowings due within one week, Esma reports
European Union hedge funds are far more reliant on short-term repo funding than their US counterparts, a report by the European Securities and Markets Authority shows.
Around 60% of total EU hedge fund borrowings have to be repaid within a week and 86% within a month, compared to 50% and 65%, respectively, of US hedge fund borrowings.
EU funds also rely on the repo market for their cash needs
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
US banks’ TLAC buffers swell after SLR reform
Early adoption lowers TLAC and debt constraints as five banks move off leverage-based LTD requirement
China leads global banks’ LCR retreat in 2025
Twenty-one of 29 G-Sibs reported lower liquidity ratios than the previous year
Top US banks’ AFS markdowns reverse sharply in Q1
Aggregate unrealised losses jump 130% after five-quarter recovery
Private credit disclosures leave more questions than answers
Muddled metrics and scattergun reporting hinder comparison of US lenders
AmEx posts highest LCR among US banks on return to disclosure
Retail and contractual flows dominate 30-day stress scenario
UBS set for highest G-Sib CET1 minimum under Swiss proposal
Effective CET1 minimum would clear 13% on foreign-participant deduction
Euro area NBFI derivatives spike as ECB flags systemic risks
Cross-border claims surge 32% in Q4, with ECB report suggesting activity concentrated among few G-Sibs
Cross-border bank credit growth hits 17-year high
Euro credit to emerging markets grows 12%, outpacing dollar