Goldman edges closer to Collins floor

Six of the eight US G-Sibs are currently below the 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

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