Is There a Special Feature on Hidden Dollar Debt From FX Derivatives?

BIS now have information about the FX swaps of G-Sips and this that is the globally systemically important banks. The exposures in general, particularly if you look at them from a systemic perspective, are indeed rather opaque and difficult to tease out. How do we understand the counterparty risks between the banking sector and the non-banking sector? And the stress tests that are being done these days giving us a good picture of those risks,. Do you think they need to kind of think more about worse scenarios when collateral veils or people default on swaps and LDI's)?