Credit risk concentrations vary across big EU banks
The median G-Sib had roughly 60% of its credit portfolio exposed to counterparties outside its domicile
Global systemically important banks (G-Sibs) in the European Union generally have geographically diversified credit portfolios, though some are highly concentrated in their home countries.
In aggregate, the 11 EU G-Sibs posted €12.5 trillion ($14.1 trillion) of on- and off-balance sheet exposures-at-default (EAD) at end-2018. The median G-Sib, excluding Standard Chartered, had 41% of EADs to counterparties located in their home countries. Groupe BPCE had the largest share of its portfolio
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