One-third of US G-Sib capital due to op risk

About one-third of large US banks’ capital requirements relate to operational risk-weighted assets, Risk Quantum analysis shows.

Out of aggregate RWAs of $6.3 trillion across the eight US global systemically important banks at end-2018, 32.4% are for op risk. This is an increase from 31.6% a year prior and 30.6% at end-2015, the earliest date for which comparable figures are available. 

Of the G-Sibs, State Street had the greatest share of RWAs related to op risk at end-2018, at 48% of its

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