Market RWAs climb at top Chinese banks as risk sensitivities spike
China Construction Bank records biggest rise on record in Q2
Three of China’s global systemically important banks (G-Sibs) recorded their steepest rise in market risk-weighted assets (RWAs) since the country adopted the final batch of Basel III rules at the start of 2024.
On average, market RWAs across China Construction Bank (CCB), Bank of Communications (BoComm) and Bank of China (BoC) climbed 12.6% in the second quarter, coinciding with a period of
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