Banks
(asked on 16th March 2016) - View Source
Question to the HM Treasury:
To ask Mr Chancellor of the Exchequer, what the exposure to derivatives is of each bank holding a deposit-taking licence.
This question was answered on 21st March 2016
The Financial Policy Committee of the Bank of England publishes the growth in the notional value of derivatives (see link below).
http://www.bankofengland.co.uk/publications/Documents/fsr/2015/scrdec15.xlsx
This indicates that notional derivatives growth was -25.9% as of 20 November 2015.
The Financial Policy’s Committee’s indicator includes all major UK banks.
Individual bank derivatives exposures may also be found in their published annual reports.