UK banks’ CVA capital charges drop 24% in 2017

Total risk-weighted assets across UK banks fell 1.8% in Q4 2017 from the previous quarter, and by 6.2% on the year, according to figures published by the Bank of England (BoE).  

The most dramatic reduction in percentage terms was to credit valuation adjustment (CVA) RWAs, which dropped 24% over the last 12 months, from £150 billion to £114 billion. Credit RWAs decreased the most in sterling terms – by £131 billion, or 5.9%.

Total RWAs fell from £3,091 billion ($4,356 billion) to £2,898

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