Gross market value of OTC derivs continues descent
The gross market value of over-the-counter (OTC) derivatives has resumed its precipitous decline after briefly gaining positive momentum between 2015 and 2016, according to figures from the Bank for International Settlements (BIS).
The metric, which indicates the total cost of replacing derivatives in a portfolio, was down 5.7% from the end of 2017 to the end of June 2018, at $10.3tr. Gross market value is an effective way of measuring “economic significance” according to the BIS, reflecting market risk in
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