Fall in market risk prods UK bank RWAs lower

Total risk-weighted assets across UK banks fell a net £35 billion ($44 billion) in the third quarter, with those related to market risk dropping the most in percentage terms.

Market RWAs plunged 5%, to £372 billion over the three months to end-September.

Credit and counterparty RWAs fell 1% to £2.1 trillion. Credit valuation adjustment (CVA) RWAs were also down quarter-on-quarter, by 2% to £96 billion. Year-on-year, CVA RWAs have fallen 23%, or £28 billion.

In contrast, operational RWAs grew

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 individual account here: