Key facts
- Retained exposures to corporate loans under SRTs increased by $31.3 billion in the first half of 2026.
- Aggregate retained exposures reached $320.1 billion at European G-Sibs in Q2 2026.
- This is up from $288.8 billion in Q4 2025.
Retained exposures to corporate loans subject to bank-originated synthetic risk transfers (SRTs) grew by $31.3 billion at large European banks in the first half of 2026, according to a Risk Quantum analysis. Aggregate retained exposures to corporate loans subject to SRTs reached $320.1 billion at European global systemically important banks (G-Sibs) in the second quarter of 2026, an increase from $288.8 billion in the fourth quarter of 2025. Barclays and Societe Generale were noted as leading this growth.