SA-CCR barely dents Commonwealth Bank’s capital ratio
Implementation of the standardised approach to counterparty credit risk (SA-CCR) took just 12 basis points off the Commonwealth Bank of Australia’s core capital ratio in the second half of 2019.
The bank posted a ratio of Common Equity Tier 1 (CET1) to risk-weighted assets of 11.7% at end-December, up from 10.8% at end-June.
The RWA-inflating effect of SA-CCR was more than offset by divestments, risk-reducing measures and earnings. However, the bank disclosed that the SA-CCR hit was higher
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 print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
7 days in 60 seconds
Mifid swaps, VAR and buy-side Covid lessons
The week on Risk.net, July 25-31, 2020
Receive this by email