EU banks’ derivatives exposures jumped 36% in H1

Top banks added €235bn since December, amid switch to SA-CCR and a new leverage ratio template

Top European Union banks saw derivatives exposures, as reported for leverage adequacy purposes, jump 36% in the first half of the year. While the switch to the standardised approach to counterparty credit risk (SA-CCR) was highlighted by some dealers as the main driver behind the increase, a mix of seasonal book expansion and technical reporting changes also played a role.

On aggregate, the 18 lenders tracked by Risk Quantum reported €881.2 billion ($1 trillion) in derivatives exposure at end

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: