Citi’s standardised and modelled RWAs drift apart

- By Alessandro Aimone
- @aimoneale
- 14 Jan 2019

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.

Standardi

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net