Regulatory changes swell RWAs at BBVA
Targeted review of internal models saps 13 basis points from CET1 capital in Q2
Spanish lender BBVA’s risk-weighted assets (RWAs) increased €11.8 billion ($13.1 billion) in the first half of the year, partly reversing two years’ worth of declines.
The lion’s share of the increase – €7.3 billion – was due to add-ons imposed by the European Central Bank’s targeted review of internal models (Trim) and the transition to new accounting standard IFRS 16 for leases.
Trim deducted
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