Morgan Stanley RWAs drop as loans fall and VAR dips
Standardised RWAs fall 4% to $370 billion
Morgan Stanley shed $17 billion of risk-weighted assets (RWAs) in the third quarter of 2018, accelerating a risk-reducing trend began at the start of the year.
Assets risk-weighted using the regulator-set standardised approach fell 4%, to $370 billion from $387 billion, while the same assets measured using the bank’s own internal models fell 3%, to $357 billion from $369 billion the previous
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