NAB model change boosts mortgage RWAs

Residential mortgage RWAs leap A$10.6 billion

A change to National Australia Bank’s (NAB) internal ratings-based approach (IRB) model resulted in higher risk-weighted assets for residential mortgages compared with one year ago.

Credit RWAs for residential mortgages jumped A$10.6 billion, ($8 billion) or 11.5%, to A$102.5 billion in the year to the end of March. Total mortgage exposures, however, grew only 4.1% over the same period. The bank said the outsized RWA uplift was the result of a model update.  

The increase drove total credit

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