StanChart culls debt, switches model, and market RWAs drop
Structured product RWAs now calculated using internal model, saving $1.1 billion
Standard Chartered sheared $2.4 billion from its market risk-weighted assets (RWAs) – an 11% drop – over the first half of 2018, thanks to reductions in debt held for trading, as well as the bank’s use of its internal model to assess certain structured products.
Market RWAs fell to $20.6 billion at the end of June from $23 billion on January 1. The bank started fully calculating RWAs for foreign
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Santander’s TLAC ratio drops to all time low
Leverage-based headroom narrows to 35bp in Q3 as eligible resources decline by €10bn
Hedge fund side-pocket assets jump 25% to record $146bn
Largest quarterly increase on record comes amid growing concerns over liquidity in private markets
Wells Fargo’s problem commercial loans shift towards C&I
Share of commercial nonaccruals tied to C&I more than doubles since late 2023
UK banks face divergent Basel 3.1 capital outcomes
Barclays’ RWA increase could erode Pillar 2A relief, while Lloyds expects a double benefit
KeyCorp locks in future rates with $6.8bn swaps additions
Forward hedges rise to $10bn as lender prepares for rate uncertainty
Bank Mandiri’s SFT exposures more than double in Q2
Surge in repo and derivative exposures adds pressure on leverage ratio
Japan Post unrealised losses climb to ¥5.7trn in Q3
Markdowns on HTM JGBs equal to 17% of book value
EU carve-out halves BNP Paribas’ cross-border G-Sib activity
Basel consultation could cement preferential treatment for European banks in G-Sib framework
