Top US banks reined in RWAs in Q2

Systemic US banks’ risk-weighted assets (RWAs) fell by roughly 2% in aggregate over the three months to end-June, having leapt higher in the first quarter as the coronavirus crisis raged.

The total amount of RWAs used to the set the binding Common Equity Tier 1 (CET1) capital requirements for each firm stood at $6.8 trillion at the end of Q2. Barring Goldman Sachs, binding RWAs fell at each global systemically important bank (G-Sib) over the quarter.

State Street’s fell the most percentage

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