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Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

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Goldman takes to the floor?

Goldman Sachs moved closer to the so-called Collins floor in the fourth quarter of last year, as risk-weighted assets calculated using its own models dropped towards the level generated by regulator-set standardised approaches. Total modelled RWAs stood at $558 billion at end-2018, down $18.9 billion (3.3%) from end-September, and the fourth consecutive quarterly reduction. On the flip side, RWAs measured using the SA rose $1.9 billion (0.4%) to $548 billion.

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