Barclays seeks op risk capital relief

Barclays is petitioning the Prudential Regulation Authority (PRA) to lower its operational risk-weighted assets, with executives claiming their current treatment is out of sync with their UK peers.

In Q2 2018, the lender chose to move off the advanced measurement approach (AMA) for calculating op RWAs allowed under current Basel rules and use the standardised approach (SA) instead. But it disclosed it had “conservatively elected” to keep its op RWA amount unchanged following the switch, at £56

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: