Systemic US banks hold a far higher concentration of risky assets than their UK and eurozone peers, Risk Quantum analysis shows.

Risk-weighted asset density – calculated as RWAs divided by leverage exposure –  averaged 44.7% at the eight US global systemically important banks (G-Sibs) in Q2. This compares to 30.3% at the three UK G-Sibs and 32.1% at the eight eurozone G-Sibs.

The higher the RWA density, the more risky assets a bank has as a proportion of its total on- and off-balance sheet

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

#### 7 days in 60 seconds

###### Behavioural finance, alt data and risk-free rate problems

The week on Risk.net, June 27–July 3, 2020