Credit Suisse nets 37% sovereign RWA cut

Credit Suisse disclosed a a Sfr1 billion ($1 billion) drop in risk-weighted assets (RWAs) linked to its sovereign portfolio in 2019. Over the course of last year, it also moved the majority of its sovereign debt holdings under the standardised approach for calculating capital charges in 2019.

Sovereign exposures dropped just 2% over the period, whereas RWAs fell a whopping 37%. It is understood the decrease was related to the offloading of certain high-risk exposures. The risk density of Credit

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a 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