Goldman hits the Collins floor

Louie Woodall
24 Feb 2020

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Internally modelled risk-weighted assets (RWAs) at Goldman Sachs dropped below RWAs calculated using the regulator-set standardised approach at year-end, causing the bank to fall under the so-called Collins floor.

Total modelled RWAs, also known as advanced approaches RWAs, dropped -4% to $544.7 billion in the three months to end-December. In contrast, standardised RWAs climbed +1% to $563.6 billion. It’s the first time since Q3 2015 that the standardised measure has exceeded the advanced

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