BAML leads US G-Sibs on swaps exposures to hedge funds

Bank has seen net current credit exposures to hedge funds rise 231% in three years

Bank of America Merrill Lynch (BAML) more than tripled its over-the-counter swaps exposures to hedge funds over the past three years, to $10.2 billion from $3.1 billion.

Hedge funds account for 13.9% of BAML’s net current credit exposures, which reflect derivatives that are in-the-money to the bank, up from just 3% in Q2 2016. There was a huge leap in these exposures between Q4 2017 and Q1 2018, when exposures vaulted to $13.5 billion from $4.1 billion.  

As of Q2, BAML’s hedge fund exposures

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

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