Showing posts with label derivatives. Show all posts
Showing posts with label derivatives. Show all posts

Wednesday, August 27, 2008

Derivative Exposure at U.S. Commercial Banks

As Barry stated:

$90 Trillion dollars derivative exposure for JPMorgan ? No wonder the Fed "rescue" of Bear Stearns was via JPM -- it was their own derivative exposure that was at risk.

Source: Treasury (Page 22)

Friday, August 22, 2008

Derivative Exposure at U.S. Commercial Banks

All the amounts listed below are the year over year increases in notional exposure. While exposure did not decrease in 2007, the slowing growth was dramatic. I would expect a continuation in this trend (if not an outright contraction) for the year 2008.


Source: Treasury