‘Regulatory headwinds’ add €13bn to UniCredit’s RWAs
Frontloading of credit risk model guidelines saps CET1 ratio by 40bp
UniCredit’s credit risk-weighted assets (RWAs) jumped 5% in the second quarter, mostly in response to a series of regulatory adjustments.
Total credit RWAs rose to €343.3 billion ($384.5 billion) in the three months to end-June, up from €327.8 billion the quarter prior. Of the net €15.5 billion increase, €12.9 billion was due to so-called “regulatory headwinds” and €2.6 billion to customer
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