Risk-weighted asset amounts for cleared transactions at the eight US global systemically important banks stood at $28.3 billion at end-2018, with default fund contributions making up the largest portion of the total.
On aggregate, default funds accounted for 62% of the banks’ total RWAs, followed by derivatives contracts charges, at 31%, and repo-style transactions, at 7%.
JP Morgan had the highest amount of RWAs for cleared transactions, at $9.2 billion, of which 70% was made up by
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