Model tweaks, loan growth lift Swiss bank credit RWAs

Credit risk-weighted assets (RWAs) increased 12% at Credit Suisse and UBS in the year to end-September, with the former adding Sfr14 billion ($14 billion) and the latter Sfr12 billion.

RWAs calculated using internal ratings-based (IRB) approaches, which rely on the banks’ own models, leapt Sfr21 billion in the period in aggregate, while those using the regulator-set standardised approach grew a more modest Sfr4 billion.

The drivers of credit risk within the banks’ IRB portfolios differed

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here