Risk Quantum/Finma
Over three years, credit risk has built up at Swiss banks
Credit Suisse has also reduced the portion of its credit RWAs calculated using internal models
At Credit Suisse, RWAs leap over Sfr5 billion
Credit RWAs grew 4% due to a combination of model, accounting and regulatory changes
Model tweaks, loan growth lift Swiss bank credit RWAs
Credit RWAs grow Sfr26 billion at Credit Suisse and UBS year to year
Model revamp hikes UBS credit RWAs
Calculation tweaks made to scrap higher regulatory RWA multipliers
Credit Suisse scraps legacy businesses at even faster tempo
The firm’s strategic resolution unit shed $6.2 billion of leverage exposure in the three months to June
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
Credit Suisse sheds $11bn in op risk RWAs
Regulator allowed Swiss bank to cut op risk exposure from defunct business
UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend