US bank RWA density edges higher

US systemically important firms increased their risk-weighted asset (RWA) density in the year to March 31, with Morgan Stanley building up risk the most over this period.

Median RWA density, calculated as standardised RWAs divided by total assets, across the eight global systemically important banks (G-Sibs), grew from 57.61% at end-March 2017 to 58.85% a year later.

Morgan Stanley’s RWA density increased 401 basis points, from 41.46% to 45.47% over the period. Last March, the dealer had the

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