RWA density drops at Goldman Sachs

Risk-weighted asset (RWA) density fell at Goldman Sachs in the third quarter of this year to its lowest point since Q4 2014, Risk Quantum analysis shows.

The bank’s density, calculated as standardised RWAs divided by total assets, dropped 271 basis points to 55% at end-September, compared with 58% in Q2 and 57% in the year-ago quarter.

Standardised RWAs climbed $8.9 billion (1.6%) to $556.6 billion on the quarter, but total balance sheet assets surged $62.4 billion (6.6%) to $1.01 trillion,

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: