Citi’s standardised and modelled RWAs drift apart

Citi’s risk-weighted assets calculated under the regulator-set standardised approach (SA) increased in 2018 while those generated by its own models shrank for the second consecutive year. 

Total RWAs measured using the SA stood at $1.17 trillion at end-2018, up $15.6 billion (1.4%) from a year prior. In contrast, internally modelled RWAs dropped $19.6 billion (1.7%) to $1.13 trillion. 

Standardised RWAs exceeded their modelled counterparts by $38 billion at the end of last year, up from just

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