At US G-Sibs, swap exposures to corporates climb $43bn in Q3
BofA Securities’ exposures to hedge funds plummets following spike in Q1
Big US banks increased their over-the-counter derivatives exposures to corporations by more than one-fifth over the third quarter, Risk Quantum analysis shows.
Aggregate net current credit exposure to non-financial counterparties for the eight US global systemically important banks (G-Sibs) climbed by $43.3 billion (21%) to $249.5 billion over the three months to end-September.
BofA Securities
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