As revamp begins, Deutsche’s RWAs for CVA fall

Deutsche Bank’s total risk-weighted assets fell by €3.6 billion ($4 billion), a little over 1%, over the first six months of the year, with those for credit valuation adjustment dropping a more significant 22%, or €1.8 billion.  

CVA RWAs stood at €6.2 billion at end-June; down from €7.1 billion three months prior, €8 billion at end-December and €8.9 billion at the end of Q2 2018. This made for a CVA capital requirement of €498 million at end-June.

The bulk of the reduction came from the

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