Citi’s credit risk measures diverge

Standardised RWAs rise; modelled RWAs fall in Q1 2019

Estimates of Citi's credit risk as gauged using the regulator-set standardised approach and the bank’s own models moved in opposite directions in the first quarter.

Credit risk-weighted assets calculated under the standardised approach climbed 1% quarter-on-quarter to $1.1 trillion, but dropped around 1% under the advanced approach to $753 billion. 

Year-on-year, standardised credit RWAs have fallen $7.5 billion, and under the advanced approach $37.7 billion.

Market RWAs decreased under both

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