endSeptember

Firm-specific risk-neutral distributions with options and CDS

BIS international banking statistics at end-September 2020

Global cross-border claims changed little in aggregate in Q3 2020 after large fluctuations in Q1 and Q2. Cross-border claims on emerging market and developing economies continued to fall, driven again by claims on Latin America and the Caribbean. Since the start of the pandemic, the size of banks’ balance sheets has increased sharply with the … Read more