EU G-Sibs outpace rivals in growing repo books
Large European banks' increase exposures by €230 billion
The largest European Union dealers have outpaced their US, Swiss and Japanese peers in growing their repo books since end-2016, leverage ratio disclosures show.
The eurozone's seven current global systemically important banks and three UK G-Sibs that disclose their leverage ratio components at least biannually had aggregate repo exposures outstanding of €1.41 trillion ($1.6 trillion) at end-June
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Comerica, Frost lead US banks on commodity derivatives concentration
Commodity-linked trades account for one-third of derivatives books at both lenders
Limited RWA gains support rethink on Fed output floor
Advanced approaches cut RWAs only marginally across US banks
Eight US dealers set to dodge FRTB application
Revised trading-activity thresholds would narrow scope of market risk framework
AOCI reinclusion would strip $49.5bn from US bank capital
Schwab, Ally and Fifth Third face largest CET1 hits under Fed Basel III endgame proposal
HSBC, Mizuho, US Bancorp ensnared by endgame CVA rule
Notional-based backstop leaves most banks exempt from capitalising non-cleared trades
G-Sib overhaul could trim future capital needs by $45.2bn
Morgan Stanley, Goldman and BNY set to benefit most from Fed Basel III endgame proposal
Ice CDS volumes surge as investors hedge Iran shock
Single-name volumes outpace indexes as investors target specific risks
Oil clearing volumes surge at Ice, CME
Ice Europe nears Brent clearing record midway through March