Five US banks below Collins floor

Five of the largest US banks are below the so-called Collins floor, meaning their modelled risk-weighted assets (RWAs) are lower in value than those calculated by regulator-set standardised approaches.

A Risk Quantum analysis across the eight US global systemically important banks (G-Sibs), shows that Morgan Stanley, JP Morgan, Citigroup, State Street and Wells Fargo had higher standardised RWAs than modelled RWAs as of the first quarter 2018.

Morgan Stanley’s standardised RWAs exceeded its

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: