Go to the website of the Office of the Comptroller of the Currency at www .occ. treas.gov
Question:
Go to the website of the Office of the Comptroller of the Currency at www
.occ. treas.gov and update Table 16–5 using the following steps. Click on “Publications
& Resources,” and then “Publications.” Click on “Quarterly Report on Bank Trading and Derivatives Activities.” Click on the most recent date. Search for “Notional Amounts of All Derivative Contracts” within the PDF file. This will bring the table that contains the derivative notional amounts by underlying risk exposure (i.e., interest rate, FX, equity, commodity, and credit derivatives).
What is the dollar value increase in these values over those reported in Table 16–4? The following table in the same publication would report derivative notional amounts by contract type. What is the dollar value increase in these values over those reported in Table 16–5?
Step by Step Answer:
Financial Institutions Management A Risk Management Approach
ISBN: 9781266138225
11th International Edition
Authors: Anthony Saunders, Marcia Millon Cornett, Otgo Erhemjamts