Top US banks reined in RWAs in Q2
Credit exposures fall after a wild first quarter
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
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