Advanced approaches continue to bind Citi in Q2

Citi’s core risk-based capital requirement was again determined by its own internal models in Q2, as the bank’s own view of its riskiness exceeded estimates set by the regulator-set standardised approach for the second consecutive quarter. 

The New York-based bank posted risk-weighted assets (RWAs) as calculated using the advanced approaches, which use the firm’s own data inputs and modelling techniques, of $1.21 trillion at end-June. The RWA value assigned using the standardised approach was

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:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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: