RWA density drops at Goldman Sachs
Bank built up stocks of risk-free assets in third quarter
Risk-weighted asset (RWA) density fell at Goldman Sachs in the third quarter of this year to its lowest point since Q4 2014, Risk Quantum analysis shows.
The bank’s density, calculated as standardised RWAs divided by total assets, dropped 271 basis points to 55% at end-September, compared with 58% in Q2 and 57% in the year-ago quarter.
Standardised RWAs climbed $8.9 billion (1.6%) to $556.6
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Chinese banks narrow gap to US on systemic risk
Smallest ever distance between two countries in FSB assessment after China surges 160bp
HSBC North America posted most loss-making days in Q3
The foreign IHC traded in the red 43 out of 64 days, the highest among 32 banks analysed
UBS halved Level 3 assets in 2024
Mark-to-model assets had swelled after the Credit Suisse takeover
Barclays Capital F&O funds jump past $20bn, narrowing gap with Citi
Customer and total funds rose in early November as most FCMs reported declines
Equity VAR hovering near four-year high at US banks
Gauges of stock market risk rise 36% in just one year
JPM stands alone as substitutability cap reins in G-Sib score
Bank of America crosses 500bp threshold for first time, as Basel continues review
US G-Sibs post record secured finance flows in LCR
Q3 spike continues long-term shift toward secured funding and lending in liquidity stress scenario
JP Morgan attracts bigger add-on from Fed’s G-Sib scoring
Methodological divergence with Basel Committee results in double the surcharge
