Credit risk grows share of big EU banks’ RWAs
Deutsche Bank leads the field, with credit RWAs increasing share of total by 294bp year-on-year
Credit risk-weighted assets (RWAs) increased their share of total RWAs at the 11 European Union global systemically important banks (G-Sibs) over the year to end-June, with Deutsche Bank reporting the biggest change.
Aggregate credit RWAs made up 84.5% of total RWAs across the eight eurozone banks sampled at end-June, up 30 basis points year-on-year, and 81.7% at the three UK G-Sibs, up 40bp
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