Credit Suisse, UBS counterparty exposures ballooned in Q2

Top Swiss banks’ exposures to derivatives and securities financing transactions (SFT) counterparties leapt over the first half of this year, though the build-up did little to change the overall riskiness of their portfolios.

At UBS, counterparty exposures-at-default (EAD) hit $125.4 billion at end-June, up 20% on six months prior. Risk-weighted asset (RWA) amounts calculated for these exposures, though, rose a more modest 12% to $38.6 billion. Including exposures to central counterparties (CCPs

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