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Assessing Major Country Exposures of U.S. Banks Using 009a Data Reports: A Brexit Case Study Accessible Data

Figure 1: U.K. Private Sector and Public Sector Exposures

Private

Exposure (billions of USD)

Date BAC C JPM WFC GS MS BK STT Total
3/31/2016 68 107 86 21 90 79 4 10 466
6/30/2016 60 107 94 24 56 69 5 12 426
9/30/2016 60 97 83 24 48 62 4 9 387
12/31/2016 62 67 77 25 43 54 4 9 342
3/31/2017 65 75 67 27 49 38 4 9 334
6/30/2017 51 77 78 22 52 45 3 11 340
9/30/2017 54 77 75 23 53 51 3 9 346
12/31/2017 57 68 60 21 53 48 2 8 317
3/31/2018 58 85 66 21 65 42 3 6 347
6/30/2018 59 71 69 19 57 43 5 5 328
9/30/2018 53 68 62 21 61 40 4 5 314
12/31/2018 48 67 57 19 47 40 3 3 286
3/31/2019 47 69 60 21 50 40 4 3 295

Public

Exposure (billions of USD)

Date BAC C JPM WFC GS MS BK STT Total
3/31/2016 9 18 15 4 19 0 10 12 87
6/30/2016 15 19 20 4 18 2 12 10 100
9/30/2016 14 19 15 4 18 1 13 12 95
12/31/2016 12 18 17 4 16 3 14 13 97
3/31/2017 15 24 21 4 16 4 15 7 106
6/30/2017 10 26 10 3 22 6 16 12 105
9/30/2017 19 26 10 4 26 7 15 10 117
12/31/2017 8 23 22 4 17 7 19 10 110
3/31/2018 13 29 18 3 19 7 18 12 119
6/30/2018 16 30 17 3 18 9 19 8 120
9/30/2018 27 24 19 3 22 9 17 10 132
12/31/2018 17 24 19 3 20 8 18 10 119
3/31/2019 22 27 24 4 20 11 16 9 133

Note: Private sector exposures include all gross derivative claims and cross-border and foreign office claims on banks, nonbank financial institutions, and other. Public sector exposures include cross-border and foreign office claims on public entities. Legend entries appear in order from top to bottom.

Source: Country Exposure Lending Survey (E.16) 009a Data Reports Part A.

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Figure 2: Composition of U.K. Exposures by Maturity

  Universal Investment Custodial
Date One Year or Under Over One Year One Year or Under Over One Year One Year or Under Over One Year
3/31/2016 0.56 0.44 0.82 0.18 0.09 0.91
6/30/2016 0.55 0.45 0.85 0.15 0.15 0.85
9/30/2016 0.57 0.43 0.82 0.18 0.07 0.93
12/31/2016 0.58 0.42 0.82 0.18 0.07 0.93
3/31/2017 0.60 0.40 0.82 0.18 0.10 0.90
6/30/2017 0.58 0.42 0.83 0.17 0.07 0.93
9/30/2017 0.58 0.42 0.84 0.16 0.09 0.91
12/31/2017 0.51 0.49 0.80 0.20 0.07 0.93
3/31/2018 0.73 0.27 0.79 0.21 0.09 0.91
6/30/2018 0.66 0.34 0.80 0.20 0.13 0.87
9/30/2018 0.71 0.29 0.79 0.21 0.11 0.89
12/31/2018 0.68 0.32 0.75 0.25 0.08 0.92
3/31/2019 0.74 0.26 0.84 0.16 0.10 0.90

Note: Exposures include cross-border claims and foreign office claims and does not include gross derivative claims.

Source: Country Exposure Lending Survey (E.16) 009a Data Reports Part A.

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Figure 3: U.K. Private Sector Exposures Relative to Tier 1 Capital

Percent

Date GS MS C JPM BAC STT BK WFC
3/31/2016 111 121 60 43 37 68 21 13
6/30/2016 69 103 59 46 32 78 24 14
9/30/2016 58 92 53 40 31 61 16 14
12/31/2016 53 79 37 37 33 61 17 15
3/31/2017 60 55 42 32 34 62 19 16
6/30/2017 63 64 43 37 26 71 13 12
9/30/2017 65 72 43 35 27 61 14 13
12/31/2017 67 69 41 29 30 55 11 12
3/31/2018 82 61 52 32 31 39 16 12
6/30/2018 70 61 44 33 31 35 21 11
9/30/2018 74 57 43 29 29 26 17 13
12/31/2018 56 57 43 27 26 22 15 11
3/31/2019 59 56 44 28 24 21 18 12

Note: Private sector exposures include all gross derivative claims and cross-border and foreign office claims on banks, nonbank financial institutions, and other.

Source: Country Exposure Lending Survey (E.16) 009a Data Reports Part A and FR Y9-C.

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Figure 4: U.K. and E.U. Exposures by Region

Core E.U.

Total Exposures (billions of USD)

Date BAC C JPM WFC GS MS BK STT Total
3/31/2016 54 131 85 0 70 58 37 25 460
6/30/2016 56 125 108 0 61 51 37 33 472
9/30/2016 60 131 129 0 65 45 34 28 492
12/31/2016 56 127 119 0 67 49 35 25 478
3/31/2017 60 139 127 0 78 67 33 31 535
6/30/2017 63 119 102 0 91 58 36 39 508
9/30/2017 65 147 107 0 94 63 34 40 550
12/31/2017 56 140 130 0 83 55 39 42 546
3/31/2018 71 145 95 0 87 67 36 51 553
6/30/2018 65 146 125 0 88 70 32 49 574
9/30/2018 72 143 128 0 73 68 30 47 561
12/31/2018 67 149 121 0 88 69 29 36 558
3/31/2019 75 151 124 0 61 62 30 38 542

Peripheral E.U.

Total Exposures (billions of USD)

Date BAC C JPM WFC GS MS BK STT Total
3/31/2016 0 37 27 0 32 12 3 2 114
6/30/2016 0 27 26 0 21 10 0 5 89
9/30/2016 0 27 47 0 27 11 3 2 116
12/31/2016 0 0 37 0 11 12 3 2 65
3/31/2017 0 0 38 0 24 15 0 0 77
6/30/2017 0 15 38 0 17 13 0 2 86
9/30/2017 0 16 38 0 29 12 0 5 102
12/31/2017 0 17 38 0 25 14 0 10 103
3/31/2018 0 18 20 0 24 12 0 9 83
6/30/2018 0 18 39 0 26 20 0 6 109
9/30/2018 0 18 39 0 23 21 0 3 104
12/31/2018 0 17 39 0 21 14 0 3 94
3/31/2019 0 20 41 0 26 19 0 4 110

U.K.

Total Exposures (billions of USD)

Date BAC C JPM WFC GS MS BK STT Total
3/31/2016 77 126 101 25 109 79 15 22 553
6/30/2016 75 125 114 28 74 70 17 23 527
9/30/2016 74 116 98 28 65 63 16 21 482
12/31/2016 75 85 94 29 60 57 17 22 439
3/31/2017 80 98 88 31 65 42 19 16 440
6/30/2017 62 103 88 25 74 52 19 23 445
9/30/2017 73 103 85 27 79 58 19 19 463
12/31/2017 65 91 81 25 69 55 22 18 427
3/31/2018 72 113 84 24 84 49 22 18 466
6/30/2018 75 101 86 22 74 51 23 14 447
9/30/2018 80 92 82 24 82 49 21 14 446
12/31/2018 65 92 76 22 67 48 21 13 405
3/31/2019 69 96 85 24 71 51 20 12 427

Note: Of countries listed by U.S. G-SIBs of 009a Data Reports Part A and B, the core E.U. countries are Belgium, Germany, France, and Luxembourg and peripheral E.U. countries are Ireland, Italy, and Spain. In addition, core E.U. include exposures to the European Central Bank. Legend entries appear in order from top to bottom. In the Core E.U. panel, WFC does not appear. In the Peripheral E.U. panel, BAC and WFC do not appear; BK only appears in 2016Q1, 2016Q3 and 2016Q4; C does not appear in 2016Q4 or 2017Q1; and STT does not appear in 2017Q1.

Source: Country Exposure Lending Survey (E.16) 009a Data Reports Part A and Part B and FR Y9-C.

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Last Update: November 05, 2019