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 1

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