'Big Four' Aussie banks grow credit risk
Firms have grown modelled RWAs by 31% and cut standardised RWAs by 56% in five years
The ‘Big Four’ Australian banks grew credit risk-weighted assets (RWAs) by A$211 billion ($155 billion) from 2014 to 2018. Internally modelled exposures grew 31% over the period, while those evaluated under the regulator-set standardised approach dropped 56%.
At end-June 2018, the combined credit RWAs of Westpac, National Australia Bank (NAB), ANZ Bank, and Commonwealth Bank of Australia (CBA) stood at A$1.4 trillion. Of this amount, 83% were assessed using each bank’s respective internal
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