Swaps, repo grow share of G-Sib leverage exposures
US, UK and Japanese members of the 2018 group of too-big-to-fail banks had a bigger chunk of their overall leverage exposures related to derivatives, repo and off-balance sheet items at the end of last year compared with 2017, Risk Quantum analysis shows.
On-balance sheet assets comprised 62% of the median US global systemically important bank's (G-Sib) leverage exposure at end-2018, down from 69% the year prior. The share of repo exposures increased over the same period to 15% from 10%, that
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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
7 days in 60 seconds
Autocallables, Mifexit and the value of HFT
The week on Risk.net, September 19-25, 2020
Receive this by email