Swaps, repo grow share of G-Sib leverage exposures
On-balance sheet exposures shrink as a constituent of key regulatory measure
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
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