Switch to standard model boosts BNP Paribas’ op risk 

BNP Paribas’ operational risk-weighted assets (RWAs) surged by €6 billion ($7 billion) in the second quarter following the bank’s decision to set op risk to the level of the regulator-set standardised approach.

It is understood the move follows an annual review of the bank’s models and that the change is provisional. 

Following the shift, op RWAs rose 8.8% quarter to quarter, to €74 billion, sapping the bank’s common equity Tier 1 (CET1) capital by 10 basis points.

At end-June, op RWAs as

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