CCB’s securitisation risk-weighted assets nearly quadruple
Residential mortgage securitisations held as investor rise 42-fold in six months
China Construction Bank’s securitisation risk-weighted assets (RWAs) calculated under the external ratings-based approach (ERBA) surged 257% in the second quarter of 2026, coinciding with a sharp increase in its holdings of residential mortgage securitisations.
Traditional residential mortgage securitisations held by the bank as an investor rose from 360 million yuan ($53 million) at the end of
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