PRA relief blunts market risk surge at Barclays, StanChart
Market risk-weighted assets (RWAs) leapt higher at Barclays and Standard Chartered in the first quarter, though not as much as they would have done without the targeted relief granted by the UK’s Prudential Regulation Authority (PRA).
Market RWAs, as calculated under the internal models approach (IMA), jumped 36% to £24.2 billion at Barclays over the first three months of the year, and 6% to $12.1 billion at Standard Chartered. Standardised approach market RWAs increased 9% at Barclays to £14.2
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
Covid liquidity, block trades and Fed op risk
The week on Risk.net, August 1-7, 2020
Receive this by email