Model and policy changes behind billions in UK bank RWA shifts

Model updates and methodology and policy changes accounted for billions of pounds in risk-weighted asset (RWA) movements in 2017 among UK banks, showing how sensitive dealer capital requirements can be to technical changes to calculation formulae. 

Model updates accounted for a net £4.6 billion increase in aggregate RWAs across HSBC, Lloyds, RBS, Standard Chartered and Barclays last year, and methodology and policy changes a net –£3.4 billion decrease – equivalent to capital charges of £368

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