Equity, Treasury collateral builds up at US G-Sibs
Fair value of equity collateral rises 19% year-on-year
Top US banks had more collateral in the form of equities and US Treasuries at end-2019 than a year earlier, regulatory disclosures show.
The eight global systemically important banks (G-Sibs) in the US reported collateral held in relation to over-the-counter derivatives worth $544.4 billion as of Q4 2019, up 8% on the year-ago quarter.
The fair value of equity securities and US Treasuries held as collateral increased the most percentage-wise year-on-year. The G-Sibs disclosed equity
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