Goldman edges closer to Collins floor

Goldman Sachs moved closer to the so-called Collins floor in the fourth quarter of last year, as risk-weighted assets calculated using its own models dropped towards the level generated by regulator-set standardised approaches.

Total modelled RWAs stood at $558 billion at end-2018, down $18.9 billion (3.3%) from end-September, and the fourth consecutive quarterly reduction. On the flip side, RWAs measured using the SA rose $1.9 billion (0.4%) to $548 billion.

The gap between the two measures

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: