Over four years, US non-cleared swaps books get riskier

Big US banks’ bilateral derivatives portfolios attract heftier risk weightings under capital rules today than they did in 2015, although they are much smaller, Risk Quantum analysis shows.

The eight US global systemically important banks (G-Sibs) posted non-cleared swaps outstanding of $849 billion in credit equivalent amounts as of end-March. Of this total, 53% were tagged with a 100% risk weighting under standardised approach capital rules.

Four years ago, the G-Sibs reported $1.2 trillion in

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 copy this content. Please contact [email protected] to find out more.

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 individual account here: