Goldman sees third-quarter fall in market RWAs

Market risk-weighted assets fell $13 billion (3%) to $421 billion at the eight US global systemically important banks (G-Sibs) in the three months to end-September, dropping for the second consecutive quarter.

Goldman Sachs reported the largest reduction of the group, with market RWAs shrinking by $9.8 billion (12.2%) to $70.8 billion.

Morgan Stanley posted a $4.5 billion (7%) reduction; State Street $3 billion (70%); Bank of America $1.5 billion (3%); and Wells Fargo $700 million (1.5%).

Ci

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net 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 indvidual account here: