In the U.S., for the third quarter of 2015, net credit exposure for
U.S. commercial banks and savings institutions for derivatives was $444.6 billion with a notational value for derivatives held of $192.2 trillion, with 76.9% of total derivative notational amounts interest rate derivatives, and 90.85% of banking industry notational amounts held by 4 large major U.S. commercial banks.

Question

Quizplus · Accepted Answer

The statement correctly states the net credit exposure, notational value, percentage of interest rate derivatives, and the concentration of notational amounts held by four large U.S. commercial banks for derivatives in the third quarter of 2015.

In the US, for the Third Quarter of 2015, Net Credit Exposure