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


  1. just curious, I am assuming this is US only. Any thoughts on putting BIS data up? thanks, you guys do a great job. Just curious, could you start making the raw data available with embedded google spreadsheets or downloadable Excel files?

  2. great job indeed, thanks guys... I completely agree with ngogerty's request about raw data downloadable in a spreadsheet compatible format

  3. thanks for the kind words. just a one man operation and quite frankly, not quite sure how to post the spreadsheets / don't want to make this blog any work (believe it or not, all this is for fun).

    i will try to better link to all my sources though...