Systemic banks’ leverage exposures gyrated over H1

The composition of systemic banks’ exposures materially shifted over the first six months of the year. The nature of these changes, however, differed by region.

Risk Quantum analysed exposures used to calculate the leverage ratio across 21 US, UK, eurozone and Swiss global systemically important banks (G-Sibs).

Regulatory filings for end-June show that overall exposures used to calculate each bank’s leverage ratio – on-balance sheet assets, derivatives, repo-style transactions and off-balance

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