BAML leads US G-Sibs on swaps exposures to hedge funds

Bank has seen net current credit exposures to hedge funds rise 231% in three years

Bank of America Merrill Lynch (BAML) more than tripled its over-the-counter swaps exposures to hedge funds over the past three years, to $10.2 billion from $3.1 billion.

Hedge funds account for 13.9% of BAML’s net current credit exposures, which reflect derivatives that are in-the-money to the bank, up from just 3% in Q2 2016. There was a huge leap in these exposures between Q4 2017 and Q1 2018, when exposures vaulted to $13.5 billion from $4.1 billion.  

As of Q2, BAML’s hedge fund exposures

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