US G-Sibs’ mark-to-market equity derivatives liabilities top $200bn
Skip to main content
Goldman leads record $105 billion quarterly widening in US banks’ negative fair value
US top banks’ net mark-to-market liabilities on equity derivatives nearly doubled to an all-time high of $222 billion in the second quarter of 2026. Goldman Sachs contributed the most to the increase, with its net liabilities rising by a record $34 billion.
The quarter-end negative fair value of equity-linked contracts across the eight US global systemically important banks (G-Sibs) rose by a
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
Most read articles loading…
Back to Top
You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.
