Modelled RWAs diverge from standardised at Goldman Sachs

- By Lorenzo Migliorato
- 15 Jul 2020

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At Goldman Sachs, asset risk as judged by its internal models shifted out-of-step with the regulator-set standardised approach in Q2.

As of end-June, risk-weighted assets totalled $620 billion when calculated using the advanced approaches, which use Goldman’s own inputs and assumptions, against $563 billion when computed using the Basel III one-size-fits-all standardised approach.

Standardised RWAs declined 5% in Q2, which Goldman said was the result of shrinking credit exposures. In

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