Trim review pumps up Commerzbank’s credit RWAs

Model updates prompted by a supervisory inspection contributed to a €3 billion ($3.3 billion) increase to Commerzbank’s credit risk-weighted assets (RWAs) in the third quarter, sapping its core capital ratio.

The German lender reported credit RWAs of €155.3 billion at end-September, a 2% increase quarter on quarter and 8% year on year, which the bank attributed to the effects of the European Central Bank’s (ECB) targeted review of internal models (Trim).

Over the same period, market RWAs grew

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