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Risk Quantum
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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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Big Figure
Under the floor
Bank of America Merrill Lynch fell below the so-called Collins floor in the second quarter of 2018, meaning its modelled risk-weighted assets (RWAs) were lower in value than those calculated by regulator-set standardised approaches. BAML cut its modelled RWAs – those calculated using the advanced approach under regulatory rules – by $20 billion (1.4%), from $1.457 trillion to $1.437 trillion, in the three months to June 30.
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