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

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: