NatWest reaps benefits of PRA’s market risk relief
Risk-weighted assets for trading exposures fell 11% at NatWest Group over the three months to end-June, partly due to market risk capital relief measures introduced by the Prudential Regulation Authority (PRA).
Market RWAs at the UK bank totalled £11.5 billion ($15.1 billion) in Q2, making for a minimum risk-based capital requirement of £922 million. RWAs amounted to £13 billion at end-March. The bank said the UK regulator’s decision to mitigate the effects of coronavirus-induced market
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
Autocallables, Mifexit and the value of HFT
The week on Risk.net, September 19-25, 2020
Receive this by email