UK bank market RWAs ebbed in 2019

Market risk-weighted assets fell across all but one of the big five UK banks in 2019, with HSBC reporting the largest drop year-on-year, of -16%.

RWAs, which are used to set regulatory capital requirements, dropped $5.9 billion to $29.9 billion at HSBC. The bank’s average value-at-risk, a key input to its market RWA calculation, also fell -18% to $149 million in 2019.

At Lloyds, market RWAs declined -14% to £1.8 billion, though its average VAR climbed +27% to £7 million. RBS saw RWAs shrink

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