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

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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: